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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.
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.
J.F. Bonnans is an expert in convex analysis and dynamic optimization, both in the deterministic and stochastic setting. His main contributions deal with the sensitivity analysis of optimization problems, high order optimality conditions, optimal control and stochastic control. He worked on quantization methods for stochastic programming problems, on the approximate dynamic programming for problems with monotone value function, and on sparse linear regression.
Provides a pedagogical, self-contained analysis of the theory of convex optimization and stochastic programming
Offers a synthetical view of many applications such as semidefinite programming, Markov processes, generalized convexity and optimal transport
Includes a study of algorithmic aspects: dynamic programming, stochastic dual dynamic programming (in the case of convex Bellman value functions) and linear decision rules
| Erscheinungsjahr: | 2019 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Reihe: | Universitext |
| Inhalt: |
xiii
311 S. |
| ISBN-13: | 9783030149765 |
| ISBN-10: | 3030149765 |
| Sprache: | Englisch |
| Herstellernummer: | 978-3-030-14976-5 |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Bonnans, J. Frédéric |
| Auflage: | 1st ed. 2019 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG Universitext |
| Verantwortliche Person für die EU: | Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de |
| Maße: | 235 x 155 x 17 mm |
| Von/Mit: | J. Frédéric Bonnans |
| Erscheinungsdatum: | 29.04.2019 |
| Gewicht: | 0,568 kg |
J.F. Bonnans is an expert in convex analysis and dynamic optimization, both in the deterministic and stochastic setting. His main contributions deal with the sensitivity analysis of optimization problems, high order optimality conditions, optimal control and stochastic control. He worked on quantization methods for stochastic programming problems, on the approximate dynamic programming for problems with monotone value function, and on sparse linear regression.
Provides a pedagogical, self-contained analysis of the theory of convex optimization and stochastic programming
Offers a synthetical view of many applications such as semidefinite programming, Markov processes, generalized convexity and optimal transport
Includes a study of algorithmic aspects: dynamic programming, stochastic dual dynamic programming (in the case of convex Bellman value functions) and linear decision rules
| Erscheinungsjahr: | 2019 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Reihe: | Universitext |
| Inhalt: |
xiii
311 S. |
| ISBN-13: | 9783030149765 |
| ISBN-10: | 3030149765 |
| Sprache: | Englisch |
| Herstellernummer: | 978-3-030-14976-5 |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Bonnans, J. Frédéric |
| Auflage: | 1st ed. 2019 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG Universitext |
| Verantwortliche Person für die EU: | Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de |
| Maße: | 235 x 155 x 17 mm |
| Von/Mit: | J. Frédéric Bonnans |
| Erscheinungsdatum: | 29.04.2019 |
| Gewicht: | 0,568 kg |
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