Convex and Stochastic Optimization

Convex and Stochastic Optimization by J. Frédéric Bonnans.

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 theoreti...

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Bibliographic Details
Main Author: Bonnans, J. Frédéric (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:1st ed. 2019.
Series:Universitext,
Springer eBook Collection.
Subjects:
Mathematical optimization.
Probabilities.
Electronic resources (E-books)
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