Stochastic Optimization Methods

• Κύριος συγγραφέας: Marti, Kurt (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Θέματα: Business.; Operations research.; Decision making.; Mathematical optimization.; Computational intelligence.; Business and Management.; Operation Research/Decision Theory.; Optimization.; Computational Intelligence.

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...

Πίνακας περιεχομένων:

• Basic Stochastic Optimization Methods
• Decision/Control Under Stochastic Uncertainty
• Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty
• Differentiation Methods
• Differentiation Methods for Probability and Risk Functions
• Deterministic Descent Directions
• Deterministic Descent Directions and Efficient Points
• Semi-Stochastic Approximation Methods
• RSM-Based Stochastic Gradient Procedures
• Stochastic Approximation Methods with Changing Error Variances
• Technical Applications
• Approximation of the Probability of Failure/Survival in Plastic Structural Analysis and Optimal Plastic Design.