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Stochastic Optimization Techniques
Kurt Marti
其他書名
Numerical Methods and Technical Applications
出版Springer Berlin Heidelberg, 2002
主題Business & Economics / GeneralBusiness & Economics / Operations ResearchBusiness & Economics / Economics / GeneralMathematics / CalculusMathematics / Linear & Nonlinear ProgrammingMathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic ProcessesMathematics / Functional AnalysisMedical / General
ISBN35404288959783540428893
URLhttp://books.google.com.hk/books?id=yQEZAQAAIAAJ&hl=&source=gbs_api
註釋Optimization problems arising in practice mostly contain several random parameters. Hence, in order to get robust optimal solutions with respect to random parameter variations, the available statistical information about the random data should be considered already at the planning phase. Thus, the original problem with random coefficients must be replaced by an appropriate deterministic substitute problem. This proceedings volume of the 4th GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications" held June 27-29, 2000 at the Federal Armed Forces University Munich, Neubiberg/Munich contains new methods for the approximation and numerical solution of deterministic substitute problems, especially the handling of mean value and probability functions as objective and/or constraint functions. Moreover, many concrete applications from engineering and operations research can be found in this book.