Coverart for item
The Resource Convex and Stochastic Optimization, by J. Frédéric Bonnans, (electronic resource)

Convex and Stochastic Optimization, by J. Frédéric Bonnans, (electronic resource)

Label
Convex and Stochastic Optimization
Title
Convex and Stochastic Optimization
Statement of responsibility
by J. Frédéric Bonnans
Creator
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Bonnans, J. Frédéric
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
Series statement
  • Universitext,
  • Springer eBooks
  • Springer eBooks.
http://library.link/vocab/subjectName
  • Mathematical optimization
  • Distribution (Probability theory
Label
Convex and Stochastic Optimization, by J. Frédéric Bonnans, (electronic resource)
Link
https://link-springer-com.ezproxy.eui.eu/book/10.1007/978-3-030-14977-2
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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.
Control code
978-3-030-14977-2
Dimensions
unknown
Extent
1 online resource (XIII, 311 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783030149772
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1099690652
Label
Convex and Stochastic Optimization, by J. Frédéric Bonnans, (electronic resource)
Link
https://link-springer-com.ezproxy.eui.eu/book/10.1007/978-3-030-14977-2
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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.
Control code
978-3-030-14977-2
Dimensions
unknown
Extent
1 online resource (XIII, 311 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783030149772
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1099690652

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...