Convex and stochastic optimization

DOI10.1007/978-3-030-14977-2MaRDI QIDQ1738333zbMATH OpenOpenAlexFDO

Authors J. Frédéric Bonnans

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

zbMATH Keywords

semidefinite programmingconvex programmingstochastic programmingtextbooks

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Semidefinite programming (90C22) 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)

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Cited in

(13)

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• Sample average approximation for stochastic programming with equality constraints
• Convex duality and financial mathematics
• Convex stochastic optimization. Dynamic programming and duality in discrete time
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• Certified multifidelity zeroth-order optimization
• Constraint generation for risk averse two-stage stochastic programs
• Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
• Discrete potential mean field games: duality and numerical resolution
• scientific article; zbMATH DE number 7370566 (Why is no real title available?)
• Convex optimization on mixed domains
• Well-posedness of the shooting algorithm for control-affine problems with a scalar state constraint
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules

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