Stochastic Optimization Methods - Couverture rigide

Marti, Kurt

Couverture rigide

ISBN 10 : 3540222723 ISBN 13 : 9783540222729

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2004

Synopsis

Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.

A propos du livre

Présentation de l'éditeur

Optimization problems arising in practice involve random model parameters. This book features many illustrations, several examples, and applications to concrete problems from engineering and operations research.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2004
• Langue: anglais
• ISBN 10: 3540222723
• ISBN 13: 9783540222729
• Reliure: Relié
• Nombre de pages: 327
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; 0; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; 0; Hamburg; 0; 22391; Allemagne