Convex and Stochastic Optimization
暫譯: 凸與隨機優化

Bonnans, J. Frederic

Convex and Stochastic Optimization
  • 出版商: Springer
  • 出版日期: 2019-04-29
  • 售價: $2,660
  • 貴賓價: 9.5 折 $2,527
  • 語言: 英文
  • 頁數: 311
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3030149765
  • ISBN-13: 9783030149765

    • 海外代購書籍(需單獨結帳)

商品描述

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.

商品描述(中文翻譯)

本教科書介紹了在巴拿赫空間中的優化問題的凸對偶性、積分理論及其在靜態或動態環境下隨機規劃問題中的應用。它介紹並分析了隨機程序的主要演算法，同時對理論方面進行了仔細的處理。

讀者將了解到這些工具如何應用於各個領域，包括近似理論、半正定和二階錐規劃以及線性決策規則。

本教科書推薦給那些願意對涉及不確定性優化的對偶性理論進行嚴謹數學研究的學生、工程師和研究人員。

作者簡介

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.

作者簡介(中文翻譯)

J.F. Bonnans 是凸分析和動態優化方面的專家，涵蓋確定性和隨機性設定。他的主要貢獻涉及優化問題的敏感度分析、高階最優條件、最優控制和隨機控制。他曾研究隨機規劃問題的量化方法、具有單調值函數的近似動態規劃，以及稀疏線性回歸。

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