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Finitely Additive Measures and Relaxations of Extremal Problems: Monographs in Contemporary Mathematics

Autor A.G. Chentsov
en Limba Engleză Hardback – 30 sep 1996
This monograph constructs correct extensions of extremal problems, including problems of multicriteria optimization as well as more general cone optimization problems. The author obtains common conditions of stability and asymptotic nonsensitivity of extremal problems under perturbation of a part of integral restrictions for finite and infinite systems of restrictions. Features include individual chapters on nonstandard approximation of finitely additive measures by indefinite integrals and constructions of attraction sets. Professor Chentsov illustrates abstract settings by providing examples of problems of impulse control, mathematical programming, and stochastic optimization.
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Specificații

ISBN-13: 9780306110382
ISBN-10: 0306110385
Pagini: 244
Ilustrații: XII, 244 p.
Dimensiuni: 156 x 234 x 16 mm
Greutate: 0.54 kg
Ediția:1996
Editura: Springer Us
Colecția Springer
Seria Monographs in Contemporary Mathematics

Locul publicării:New York, NY, United States

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