Finitely Additive Measures and Relaxations of Extremal Problems (Monographs in Contemporary Mathematics) - Hardcover

Chentsov, A.G.

 
9780306110382: Finitely Additive Measures and Relaxations of Extremal Problems (Monographs in Contemporary Mathematics)
Hardcover
ISBN 10: 0306110385 ISBN 13: 9780306110382
Verlag: Springer, 1996

Inhaltsangabe

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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Verlag
Springer
Erscheinungsdatum
1996
Sprache
Englisch
ISBN 10 
0306110385
ISBN 13 
9780306110382
Einband
Gebundene Ausgabe
Anzahl der Seiten
256
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