Science/Engineering Stochastic Optimization Methods (repost) (3540794573)

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Stochastic Optimization Methods

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

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	Science/Engineering Stochastic Optimization Methods giftfromfatherxmasBook Description: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, ...
	Science/Engineering Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach by Serguei Primak Valeri Kontorovitch Vladimir Lyandres "Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach"Wiley \| Pages: 446 \| 2004-10-01 \| ISBN: 0470847417 \| PDF \| 2 MbProduct Descrip ...
	Science/Engineering Optimization Methods in Electromagnetic Radiation (Repost) Optimization Methods in Electromagnetic Radiation Publisher: Springer \| Pages: 331 \| 2004-01-08 \| ISBN 0387204504 \| PDF \| 2 MBThis book considers problems of optimization arising in the design of electromagnetic radiators and receivers ...
	Economics/Finances Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control (Repost) Andrzej S. Nowak, Krzysztof Szajowski, "Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control" Birkhäuser Boston 2004 \| ISBN: 0817643621 \| PDF \| 679 pages \| 4,7 MB This book focuses on vario ...
	Science/Engineering Stochastic Optimization: Algorithms and Applications (Applied Optimization, Volume 54) Author: Stanislav P. Uryasev , Panos M. PardalosPublisher: Springer; 1 edition (May 16, 2001)Pages: 448Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programmi ...
	Technical Learning Automata and Stochastic Optimization (Lecture Notes in Control and Information Sciences) (Repost) Alexander S. Poznyak, K. Najim: Learning Automata and Stochastic Optimization (Lecture Notes in Control and Information Sciences)Publisher: Springer-Verlag Telos \| Edition: 1997 \| ISBN: 3540761543 \| PDF \| 204 pages \| 7,99 MBIn the last deca ...

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	Science/Engineering Stochastic Optimization Methods giftfromfatherxmasBook Description: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, ...
	Science/Engineering Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach by Serguei Primak Valeri Kontorovitch Vladimir Lyandres "Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach"Wiley \| Pages: 446 \| 2004-10-01 \| ISBN: 0470847417 \| PDF \| 2 MbProduct Descrip ...
	Science/Engineering Optimization Methods in Electromagnetic Radiation (Repost) Optimization Methods in Electromagnetic Radiation Publisher: Springer \| Pages: 331 \| 2004-01-08 \| ISBN 0387204504 \| PDF \| 2 MBThis book considers problems of optimization arising in the design of electromagnetic radiators and receivers ...
	Economics/Finances Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control (Repost) Andrzej S. Nowak, Krzysztof Szajowski, "Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control" Birkhäuser Boston 2004 \| ISBN: 0817643621 \| PDF \| 679 pages \| 4,7 MB This book focuses on vario ...
	Science/Engineering Stochastic Optimization: Algorithms and Applications (Applied Optimization, Volume 54) Author: Stanislav P. Uryasev , Panos M. PardalosPublisher: Springer; 1 edition (May 16, 2001)Pages: 448Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programmi ...
	Technical Learning Automata and Stochastic Optimization (Lecture Notes in Control and Information Sciences) (Repost) Alexander S. Poznyak, K. Najim: Learning Automata and Stochastic Optimization (Lecture Notes in Control and Information Sciences)Publisher: Springer-Verlag Telos \| Edition: 1997 \| ISBN: 3540761543 \| PDF \| 204 pages \| 7,99 MBIn the last deca ...

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