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Stochastic Optimization Methods

Autoren: Marti, Kurt

  • Features many illustrations, several examples, and applications to concrete problems from engineering and operations research, including
  • quality engineering and robust design
  • Includes many references to stochastic optimization, stochastic programming and its application to engineering, operations research and economics
  • Presents the material from a practical viewpoint
Weitere Vorteile

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eBook 101,14 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-540-79458-5
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: PDF
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Softcover 128,39 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-642-09836-9
  • Kostenfreier Versand für Individualkunden weltweit
  • Gewöhnlich versandfertig in 3-5 Werktagen.
Über dieses Buch

Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive 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.

Über den Autor

Dr. Kurt Marti is a full Professor of Engineering Mathematics at the „Federal Armed Forces University of Munich“. He is Chairman of the IFIP-Working Group 7.7 on “Stochastic Optimization” and has been Chairman of the GAMM-Special Interest Group “Applied Stochastics and Optimization”. Professor Marti has published several books, both in German and in English, and he is author of more than 160 papers in refereed journals.

Inhaltsverzeichnis (7 Kapitel)

Dieses Buch kaufen

eBook 101,14 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-540-79458-5
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: PDF
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Softcover 128,39 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-642-09836-9
  • Kostenfreier Versand für Individualkunden weltweit
  • Gewöhnlich versandfertig in 3-5 Werktagen.
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Bibliografische Information

Bibliographic Information
Buchtitel
Stochastic Optimization Methods
Autoren
Copyright
2008
Verlag
Springer-Verlag Berlin Heidelberg
Copyright Inhaber
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-79458-5
DOI
10.1007/978-3-540-79458-5
Softcover ISBN
978-3-642-09836-9
Auflage
2
Seitenzahl
XIII, 340
Themen