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Finitely Additive Measures and Relaxations of Extremal Problems (Hardcover, 1996 ed.)
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Finitely Additive Measures and Relaxations of Extremal Problems (Hardcover, 1996 ed.)
Series: Monographs in Contemporary Mathematics
Expected to ship within 12 - 19 working days
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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.
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