| Description |
1 online resource |
| Series |
Advanced courses in mathematics, CRM Barcelona |
|
Advanced courses in mathematics, CRM Barcelona.
|
| Contents |
Part 1. Glossary -- Representation of Positive Polynomials -- Moments -- Polynomial Optimization -- Convexity in Polynomial Optimization -- Parametric Polynomial Optimization -- Part 2. Conclusions -- Some Telecommunication Applications -- NEPs and Jointly Convex GNEPs -- Jointly Convex Nash Equilibrium Problems -- GNEPs with No Special Structure -- Part 3. Equilibrium and Learning in Traffic Networks -- Wardrop and Stochastic User Equilibrium -- Markovian Traffic Equilibrium -- Adaptive Dynamics in Traffic Games |
| Summary |
This book contains an expanded version of three series of lectures delivered by the authors at the CRM in July 2009. The theory of optimization, understood in a broad sense, is the basis of modern applied mathematics, covering a large spectrum of topics from theoretical considerations (structure, stability) to applied operational research and engineering applications. The compiled material of this book puts on display this versatility, by exhibiting the three parallel and complementary components of optimization: theory, algorithms, and practical problems. The first part is a self-contained course on the general moment problem and its relations with semidefinite programming. The second part is dedicated to the problem of determination of Nash equilibria from an algorithmic viewpoint. The last part presents congestion models for traffic networks and develops modern optimization techniques for finding traffic equilibria based on stochastic optimization and game theory |
| Analysis |
wiskunde |
|
mathematics |
|
operationeel onderzoek |
|
operations research |
|
bedrijfswetenschap |
|
management science |
|
speltheorie |
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game theory |
|
Mathematics (General) |
|
Wiskunde (algemeen) |
| Bibliography |
Includes bibliographical references (pages 265-269) |
| Notes |
Print version record |
| Subject |
Mathematical optimization.
|
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Mathematical models.
|
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Mathematics.
|
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Game theory.
|
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Stochastic processes.
|
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Models, Theoretical
|
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Mathematics
|
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Algorithms
|
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Game Theory
|
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Stochastic Processes
|
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mathematical models.
|
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algorithms.
|
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Optimización matemática
|
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Modelos matemáticos
|
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Procesos estocásticos
|
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Juegos, Teoría de
|
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Stochastic processes
|
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Mathematics
|
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Mathematical models
|
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Game theory
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Mathematical optimization
|
| Form |
Electronic book
|
| Author |
Facchinei, Francisco.
|
|
Lasserre, Jean-Bernard, 1953-
|
| ISBN |
9783034802918 |
|
3034802919 |
|
