Stochastic Optimization Methods

• Main Author: Marti, Kurt (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Subjects: 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...