| 000 -LEADER |
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| fixed length control field |
a |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
230830b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783030149765 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.6 |
| Item number |
BON |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Bonnans, J. F. |
| 245 ## - TITLE STATEMENT |
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| Title |
Convex and stochastic optimization |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2019 |
| Place of publication, distribution, etc |
Cham : |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xiii, 311 p. ; |
| Dimensions |
24 cm |
| Other physical details |
ill., |
| 365 ## - TRADE PRICE |
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| Price amount |
59.99 |
| Price type code |
EUR |
| Unit of pricing |
94.90 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Universitext |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Convex functions |
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| Topical term or geographic name as entry element |
Acceptation set |
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| Topical term or geographic name as entry element |
Bounded in probability |
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| Topical term or geographic name as entry element |
Convex function |
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| Topical term or geographic name as entry element |
Dynamic programming |
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| Topical term or geographic name as entry element |
Function moment generating |
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| Topical term or geographic name as entry element |
Hadamard differentiability |
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| Topical term or geographic name as entry element |
Iteration policy |
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| Topical term or geographic name as entry element |
Legendre transform |
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| Topical term or geographic name as entry element |
Lemma |
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| Topical term or geographic name as entry element |
Probability |
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| Topical term or geographic name as entry element |
Measure theory |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
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| Item type |
Books |