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Convex and Stochastic Optimization (Universitext) (Paperback)

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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.

Product Details
ISBN: 9783030149765
ISBN-10: 3030149765
Publisher: Springer
Publication Date: April 29th, 2019
Pages: 311
Language: English
Series: Universitext