A. G. Chentsov

Finitely Additive Measures and Relaxations of Extremal Problems

• Gebundenes Buch

Produktbeschreibung

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.

Produktdetails

• Monographs in Contemporary Mathematics
• Verlag: Springer / Springer US / Springer, Berlin
• Artikelnr. des Verlages: 978-0-306-11038-2
• 1996
• Seitenzahl: 260
• Erscheinungstermin: 30. September 1996
• Englisch
• Abmessung: 241mm x 160mm x 19mm
• Gewicht: 1200g
• ISBN-13: 9780306110382
• ISBN-10: 0306110385
• Artikelnr.: 22286145

Inhaltsangabe

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.