Convex and Stochastic Optimization by Bonnans, J. Frédéric

Convex and Stochastic Optimization

Author: J. Frédéric BonnansPublisher: SpringerPublished: 04/29/2019Pages: 311Binding Type: PaperbackWeight: 1.20lbsSize: 9.26h x 6.21w x 0.59dISBN: 9783030149765About the...
€137,01 EUR
€137,01 EUR
SKU: 9783030149765
Product Type: Books
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Author: J. Frédéric Bonnans
Format: Paperback
Language: English
Subtotal: €137,01
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Convex and Stochastic Optimization by Bonnans, J. Frédéric

Convex and Stochastic Optimization

€137,01

Convex and Stochastic Optimization

€137,01
Author: J. Frédéric Bonnans
Format: Paperback
Language: English

Author: J. Frédéric Bonnans
Publisher: Springer
Published: 04/29/2019
Pages: 311
Binding Type: Paperback
Weight: 1.20lbs
Size: 9.26h x 6.21w x 0.59d
ISBN: 9783030149765

About the Author

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.


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