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010   $a3-030-14977-3
024 7 $a10.1007/978-3-030-14977-2
035   $a(CKB)4100000007992447
035   $a(DE-He213)978-3-030-14977-2
035   $a(MiAaPQ)EBC5926787
035   $a(PPN)235668982
035   $a(EXLCZ)994100000007992447
100   $a20190424d2019      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aConvex and Stochastic Optimization /$fby J. Frédéric Bonnans
205   $a1st ed. 2019.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2019.
215   $a1 online resource (XIII, 311 p.) 
225 1 $aUniversitext,$x0172-5939
311   $a3-030-14976-5 
320   $aIncludes bibliographical references and index.
327   $a1 A convex optimization toolbox -- 2 Semide?nite and semiin?nite 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. .
330   $aThis textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main algorithms for stochastic programs, while the theoretical aspects are carefully dealt with. The reader is shown how these tools can be applied to various fields, including approximation theory, semidefinite and second-order cone programming and linear decision rules. This textbook is recommended for students, engineers and researchers who are willing to take a rigorous approach to the mathematics involved in the application of duality theory to optimization with uncertainty.
410  0$aUniversitext,$x0172-5939
606   $aMathematical optimization
606   $aProbabilities
606   $aOptimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26008
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
615  0$aMathematical optimization.
615  0$aProbabilities.
615 14$aOptimization.
615 24$aProbability Theory and Stochastic Processes.
676   $a519.3
676   $a519.6
700   $aBonnans$b J. Frédéric$4aut$4http://id.loc.gov/vocabulary/relators/aut$01061000
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910338250403321
996   $aConvex and Stochastic Optimization$92517017
997   $aUNINA