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  • J. Frédéric Bonnans
    978-3-030-14977-2
    2019
    Edition 1
    • Provides a pedagogical, self-contained analysis of the theory of convex optimization and stochastic programming
    • Offers a synthetical view of many applications such as semidefinite programming, Markov processes, generalized convexity and optimal transport
    • Includes a study of algorithmic aspects: dynamic programming, stochastic dual dynamic programming (in the case of convex Bellman value functions) and linear decision rules
    €419 €377
    10% OFF

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