Convex and Stochastic Optimization is popular PDF and ePub book, written by J. Frédéric Bonnans in 2019-04-24, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Convex and Stochastic Optimization can be Read Online from any device for your convenience.

Convex and Stochastic Optimization Book PDF 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.

Detail Book of Convex and Stochastic Optimization PDF

Convex and Stochastic Optimization
  • Author : J. Frédéric Bonnans
  • Release : 24 April 2019
  • Publisher : Springer
  • ISBN : 9783030149772
  • Genre : Mathematics
  • Total Page : 311 pages
  • Language : English
  • PDF File Size : 19,9 Mb

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