Convex and stochastic optimization
From MaRDI portal
Publication:1738333
DOI10.1007/978-3-030-14977-2zbMath1417.90001OpenAlexW2944827972MaRDI QIDQ1738333
Publication date: 10 April 2019
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-14977-2
Semidefinite programming (90C22) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15) Semi-infinite programming (90C34) Markov and semi-Markov decision processes (90C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Related Items (5)
Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty ⋮ Discrete potential mean field games: duality and numerical resolution ⋮ Well-posedness of the shooting algorithm for control-affine problems with a scalar state constraint ⋮ Constraint generation for risk averse two-stage stochastic programs ⋮ Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
This page was built for publication: Convex and stochastic optimization