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Catalogue Information
Field name	Details
Dewey Class	519.6
Title	Convex and Stochastic Optimization ([EBook] /) / by J. Frédéric Bonnans.
Author	Bonnans, J. Frédéric
Other name(s)	SpringerLink (Online service)
Edition statement	1st ed. 2019.
Publication	Cham : : Springer International Publishing : : Imprint: Springer, , 2019.
Physical Details	XIII, 311 p. : online resource.
ISBN	9783030149772
Summary Note	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.:
Contents note	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. .
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	https://doi.org/10.1007/978-3-030-14977-2
Links to Related Works	Subject References: Mathematical optimization . Optimization . Probabilities . Probability theory and stochastic processes . Authors: author . Bonnans, J. Frédéric . Corporate Authors: SpringerLink (Online service) . Series: Universitext . Classification: 519.6 .

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Convex and Stochastic Optimization

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