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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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| 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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