A.G. Chentsov
Finitely Additive Measures and Relaxations of Extremal Problems
Gebonden Engels 1996 1996e druk 9780306110382
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9780306110382
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:244
Uitgever:Springer US
Druk:1996
Hoofdrubriek:Automatisering algemeen, Computer en informatica
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Inhoudsopgave
Introduction. Relaxation of Extremal Problems (Intuitive Discussion and Examples). Compactificators in Extremal Problems. Finitely Additive Measures on Semialgebras of Sets. Finitely Additive Measures and Indefinite Integrals. Admissible Sets and Their Relaxation. Relaxations of Attainable Sets. Asymptotic Values and Their Generalized Representation. Asymptotic Effectiveness. Questions of Stability with Respect to the Result. Conclusion. Index.
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