凸・確率的最適化（テキスト）<br>Convex and Stochastic Optimization〈1st ed. 2019〉

個数：1
紙書籍版価格
¥12,520
  • 電子書籍

凸・確率的最適化（テキスト）
Convex and Stochastic Optimization〈1st ed. 2019〉

  • 著者名：Bonnans, J. Frédéric
  • 価格 ¥4,172 （本体¥3,793）
  • Springer（2019/04/24発売）
  • ポイント 37pt　（実際に付与されるポイントはご注文内容確認画面でご確認下さい）
  • 言語：ENG
  • ISBN：9783030149765
  • eISBN：9783030149772

ファイル： /

Description

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.

Table of Contents

1 A convex optimization toolbox.- 2 Semidefinite and semiinfinite programming.- 3 An integration toolbox.- 4 Risk measures.- 5 Sampling and optimizing.- 6 Dynamic stochastic optimization.- 7 Markov decision processes.- 8 Algorithms.- 9 Generalized convexity and transportation theory.- References.- Index.