Moments, positive polynomials and their applications /
Lassere, Jean-Bernard
Moments, positive polynomials and their applications / Jean Bernard Lasserre. - xxi, 361 páginas : ilustraciones ; - Imperial College Press Optimization Series ; v.1 2041-1677 .
Incluye contenido, índice y glosario
Bibliografía : páginas 341-358
1. The generalized moment problem. -- 2. Positive polynomials. -- 3. Moments. -- 4. Algorithms for moment problems. -- 5. Global optimization over polynomials. -- 6. Systems of polynomial equations. -- 7. Applications in probability. -- 8. Markov chains applications. -- 9. Application in mathematical finance. -- 10. Application in control. -- 11. Convex envelope and representation of convex sets. -- 12. Multivariate integration. -- 13. Min-max problems and nash equilibria. -- 14. Bounds on linear PDE.
9781848164451
Optimización matemática
Polinomios
519.6 / L347m 2010
Moments, positive polynomials and their applications / Jean Bernard Lasserre. - xxi, 361 páginas : ilustraciones ; - Imperial College Press Optimization Series ; v.1 2041-1677 .
Incluye contenido, índice y glosario
Bibliografía : páginas 341-358
1. The generalized moment problem. -- 2. Positive polynomials. -- 3. Moments. -- 4. Algorithms for moment problems. -- 5. Global optimization over polynomials. -- 6. Systems of polynomial equations. -- 7. Applications in probability. -- 8. Markov chains applications. -- 9. Application in mathematical finance. -- 10. Application in control. -- 11. Convex envelope and representation of convex sets. -- 12. Multivariate integration. -- 13. Min-max problems and nash equilibria. -- 14. Bounds on linear PDE.
9781848164451
Optimización matemática
Polinomios
519.6 / L347m 2010