Stochastic Optimization Methods

Applications in Engineering and Operations Research

Business & Finance, Management & Leadership, Operations Research, Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Stochastic Optimization Methods by Kurt Marti, Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Kurt Marti ISBN: 9783662462140
Publisher: Springer Berlin Heidelberg Publication: February 21, 2015
Imprint: Springer Language: English
Author: Kurt Marti
ISBN: 9783662462140
Publisher: Springer Berlin Heidelberg
Publication: February 21, 2015
Imprint: Springer
Language: English

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into appropriate deterministic substitute problems.

Due to the probabilities and expectations involved, the book also shows how to apply approximative solution techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures and differentiation formulas for probabilities and expectations.

In the third edition, this book further develops stochastic optimization methods. In particular, it now shows how to apply stochastic optimization methods to the approximate solution of important concrete problems arising in engineering, economics and operations research.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into appropriate deterministic substitute problems.

Due to the probabilities and expectations involved, the book also shows how to apply approximative solution techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures and differentiation formulas for probabilities and expectations.

In the third edition, this book further develops stochastic optimization methods. In particular, it now shows how to apply stochastic optimization methods to the approximate solution of important concrete problems arising in engineering, economics and operations research.

More books from Springer Berlin Heidelberg

Cover of the book Tectonofractography by Kurt Marti
Cover of the book Desertification by Kurt Marti
Cover of the book Intelligente Herstellung zuverlässiger Kupferbondverbindungen by Kurt Marti
Cover of the book Reaktorsicherheit für Leistungskernkraftwerke 1 by Kurt Marti
Cover of the book Neural Fields by Kurt Marti
Cover of the book Bone and Joint Injuries by Kurt Marti
Cover of the book Industrielle Kostenrechnung by Kurt Marti
Cover of the book Die Grenzgänge des Johann Sebastian Bach by Kurt Marti
Cover of the book Euro-Par 2015: Parallel Processing by Kurt Marti
Cover of the book Numerische Auslegung von Wälzlagern by Kurt Marti
Cover of the book Computer Integrated Experimentation by Kurt Marti
Cover of the book German Corporate Governance in International and European Context by Kurt Marti
Cover of the book Postoperative Critical Care for Cardiac Surgical Patients by Kurt Marti
Cover of the book Physical Implementation of Quantum Walks by Kurt Marti
Cover of the book Electroweak Physics at LEP and LHC by Kurt Marti
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy