Convex and Stochastic Optimization (English, J. Frédéric Bonnans)
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783030149765
ISBN-10
3030149765
Author
J. Frédéric Bonnans
About the Book
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, semidefini…
ISBN: 9783030149765
ISBN-13: 9783030149765
ISBN-10: 3030149765
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Product ID: isbn-9783030149765
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