Springer
Convex and Stochastic Optimization (English, J. Frédéric Bonnans)
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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
Specifications
| Publisher | Springer |
| Language | English |
| ISBN-13 | 9783030149765 |
| ISBN-10 | 3030149765 |
| Author | J. Frédéric Bonnans |
