Finitely Additive Measures and Relaxations of Extremal Problems
Download or Read eBook Finitely Additive Measures and Relaxations of Extremal Problems PDF written by A.G. Chentsov and published by Springer Science & Business Media. This book was released on 1996-09-30 with total page 261 pages. Available in PDF, EPUB and Kindle.
| Author | : A.G. Chentsov |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 261 |
| Release | : 1996-09-30 |
| ISBN-10 | : 9780306110382 |
| ISBN-13 | : 0306110385 |
| Rating | : 4/5 (82 Downloads) |
Book Synopsis Finitely Additive Measures and Relaxations of Extremal Problems by : A.G. Chentsov
Book excerpt: 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.
