Convex and stochastic optimization. ([2019])

• Record Type: Book
• Further Information: Note: J. Frédéric Bonnans.
• Authors: Bonnans, J. F (Joseph Frédéric), 1957-
• Contents: 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.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2019
• Extent: 1 online resource
• Subjects: 519.6; Mathematical optimization; Stochastic processes; Convex functions
• Languages: English
• ISBNs: 9783030149772; 3030149773
• Related ISBNs: 3030149765; 9783030149765
• Notes: Note: Includes bibliographical references and index.; Note: Description based on online resource; title from digital title page (viewed on May 23, 2019).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.