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Keywords
- DSI_D020
- complexity
About this book
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.
Authors and Affiliations
Bibliographic Information
Book Title: Finitely Additive Measures and Relaxations of Extremal Problems
Authors: A.G. Chentsov
Series Title: Monographs in Contemporary Mathematics
Publisher: Springer New York, NY
Copyright Information: Springer-Verlag US 1996
Hardcover ISBN: 978-0-306-11038-2Published: 30 September 1996
Edition Number: 1
Number of Pages: XII, 244