Author | Bonnans, J. Frédéric. author. Author. http://id.loc.gov/vocabulary/relators/aut |
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Title | Convex and Stochastic Optimization [electronic resource] / by J. Frédéric Bonnans |
Imprint | Cham : Springer International Publishing : Imprint: Springer, 2019 |
Edition | 1st ed. 2019 |
Connect to | https://doi.org/10.1007/978-3-030-14977-2 |
Descript | XIII, 311 p. online resource |
1 A convex optimization toolbox -- 2 Semidefinite and semiinfinite 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.