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
Publisher: Springer, 1996

Synopsis

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.

"synopsis" may belong to another edition of this title.

Synopsis

Examines the extension of extremal problems in the class of finitely additive measures, focusing on regularizing settings for real-life applications. Contains chapters on relaxations of and compactificators in extremal problems; finitely additive measures on a semialgebra of sets; finitely additive measures and indefinite integrals; admissible sets

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
1996
Language
English
ISBN 10 
0306110385
ISBN 13 
9780306110382
Binding
Hardcover
Number of pages
256