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Convex and stochastic optimization
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 theoreti...
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Main Author: | |
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Corporate Author: | |
Format: | eBook |
Language: | English |
Published: |
Cham, Switzerland :
Springer,
[2019]
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Series: | Universitext.
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Physical Description: |
1 online resource. |
Subjects: | |
Online Access: | SpringerLink - Click here for access |
Copy 1 | CMU Electronic Access | Available |
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