This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main algorithms for stochastic programs, while the theoretical aspects are carefully dealt with.
The reader is shown how these tools can be applied to various fields, including approximation theory, semidefinite and second-order cone programming and linear decision rules.
This textbook is recommended for students, engineers and researchers who are willing to take a rigorous approach to the mathematics involved in the application of duality theory to optimization with uncertainty.
| ISBN: | 9783030149765 |
| Publication date: | 29th April 2019 |
| Author: | J Frédéric Bonnans |
| Publisher: | Springer an imprint of Springer International Publishing |
| Format: | Paperback |
| Pagination: | 311 pages |
| Series: | Universitext |
| Genres: |
Optimization Stochastics Probability and statistics |
This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main algorithms for stochastic programs, while the theoretical aspects are carefully dealt with.
The reader is shown how these tools can be applied to various fields, including approximation theory, semidefinite and second-order cone programming and linear decision rules.
This textbook is recommended for students, engineers and researchers who are willing to take a rigorous approach to the mathematics involved in the application of duality theory to optimization with uncertainty.
Convex and Stochastic Optimization features in the following genres: Optimization, Stochastics, Probability and statistics
Convex and Stochastic Optimization is available in Paperback
Convex and Stochastic Optimization was written by J Frédéric Bonnans and published by Springer an imprint of Springer International Publishing
Convex and Stochastic Optimization has 311 pages
Yes it is part of Universitext series