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Convex and stochastic optimization
This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main algorithms for stochastic programs, while the theoreti...
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| Lenguaje: | eng |
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Springer
2019
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-14977-2 http://cds.cern.ch/record/2673459 |