Stochastic Optimization Techniques

Numerical Methods and Technical Applications

Kurt Marti

364 pages, parution le 05/02/2002

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Résumé

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.

Contents

Theorical Models and Conceptual Methods
Numerical Methods and Computer Support
Technical Applications

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Kurt Marti
Parution	05/02/2002
Nb. de pages	364
Format	15,5 x 23,5
Couverture	Broché
Poids	536g
Intérieur	Noir et Blanc
EAN13	9783540428893