Science/Engineering Stochastic Optimization Methods (3540222723)

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Book 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, 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.

Book Info:

Published in 2006

Author Kurt Marti

ISBN 3540222723 Size 11.40MB

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	Optimization Theory and Methods: Nonlinear Programming (Springer Optimization and Its Applications) Wenyu Sun and Ya-xiang Yuan, "Optimization Theory and Methods: Nonlinear Programming"Pages: 687 \| Publisher: Springer \| Publication Date: 2006-05-24 \| ISBN: 0387249753 \| English \| PDF \| 3.5 MBThis book, a result of the author's teachin ...
	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 Constrained Optimization and Lagrange Multiplier Methods (Optimization and Neural Computation Series) Constrained Optimization and Lagrange Multiplier Methods (Optimization and Neural Computation Series)Athena Scientific \| ISBN: 1886529043 \| 1996-01-01 \| PDF \| 410 pages \| 6 Mb This reference textbook, first published in 1982 by Academic Pre ...
	Science/Engineering Stochastic and Global Optimization G. Dzemyda, V. Saltenis, A. Zilinskas "Stochastic and Global Optimization" Springer \| 2002-03-31 \| ISBN: 1402004842 \| 248 pages \| PDF \| 3,6 MB Dedicated to the 70th birthday of Professor J. Mockus, whose scientific interpretive theory a ...
	Science/Engineering Stochastic Global Optimization Anatoly Zhigljavsky, Antanas Zilinskas, "Stochastic Global Optimization" Springer \| 2007-11-26 \| ISBN: 0387740228 \| 262 pages \| PDF \| 2,5 MB This book presents the main methodological and theoretical developments in stochastic global op ...
	Science/Engineering Stochastic Optimization Methods (repost) Stochastic Optimization Methods Springer \| ISBN 3540222723 \| February 7, 2006 \| DJVU \| 332 Pages \| 1.75 MBOptimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal so ...

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