Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insenistive with respect to random parameter variations, 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 occurring probabilities and ... Read More
Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insenistive with respect to random parameter variations, 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 occurring probabilities and expectations, approximative solution techniques must be applied. 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, differentiation formulas for probabilities and expectations. Read Less
Add this copy of Stochastic Optimization Methods to cart. $98.23, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Stochastic Optimization Methods to cart. $155.25, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2010 by Springer.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:
Softcover reprint of hardcover 2nd edition 2008
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
11/6/2010 12: 00: 00 AM
Language:
English
Alibris ID:
18997748797
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