Authors | |
Publisher | Springer, Berlin |
Year | |
Pages | 311 |
Version | paperback |
Language | English |
ISBN | 9783030149765 |
Categories | Optimization |
The reader is shown how these tools can be applied to various fields, including approximation theory, semidefinite and second-order cone programming and linear decision rules.
This textbook is recommended for students, engineers and researchers who are willing to take a rigorous approach to the mathematics involved in the application of duality theory to optimization with uncertainty.
Convex and Stochastic Optimization