Stochastic Programming

1. Front Matter

   Pages I-IX

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2. Theoretical Models

   1. Types of Asymptotic Approximations for Normal Probability Integrals

      • K. Breitung

      Pages 1-7

   2. Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming

      • Darinka Dentcheva, Werner Römisch, Rüdiger Schultz

      Pages 8-21

   3. Computation of Probability Functions and its Derivatives by means of Orthogonal Function Series Expansions

      • K. Marti

      Pages 22-53

3. Numerical Methods and Computer Support

   1. Computer Support for Modeling in Stochastic Linear Programming

      • P. Kall, J. Mayer

      Pages 54-70

   2. Structural Design via Evolution Strategies

      • Bernd Kost

      Pages 71-92

   3. On the Regularized Decomposition Method for Stochastic Programming Problems

      • Andrzej Ruszczyński

      Pages 93-108

   4. Multipoint Approximation Method for Structural Optimization Problems with Noisy Function Values

      • Vassili V. Toropov

      Pages 109-122

   5. Sequential Convex Programming Methods

      • K. Schittkowski, C. Zillober

      Pages 123-141

4. Engineering Applications

   1. Target Costing: The Data Problem

      • Peter Abel, Stefan Niemand, Markus Wolbold

      Pages 142-176

   2. Statistical Characterization of Granular Assemblies

      • K. Bagi, A. Vásárhelyi

      Pages 177-195

   3. On Stochastic Aspects of a Metal Cutting Problem

      • Jitka Dupačová, Pavel Charamza, Jan Mádl

      Pages 196-209

   4. Consideration of Stochastic Effects for Finding Optimal Layouts of Mechanical Structures

      • H. A. Eschenauer, T. Vietor

      Pages 210-229

   5. Tolerance Dynamics for a High Precision Balance

      • Eberhard Franz, Friedrich Pfeiffer

      Pages 230-252

   6. On Boundary — Initial Value Problem for Linear Hyperbolic Thermoelasticity Equations with Control of Temperature

      • Jerzy Gawinecki, Lucjan Kowalski

      Pages 253-267

   7. Optimal Trajectory Planning for Robots under the Consideration of Stochastic Parameters and Disturbances — Computation of an Efficient Open-Loop Strategy

      • K. Marti, S. Qu

      Pages 268-288

   8. Performance Characteristics of OC Methods with Applications in Topology Design

      • G. I. N. Rozvany, M. Zhou

      Pages 289-328

   9. Stochastic Optimization Models for Machining Operations

      • T. Szántai, I. Mészáros, J. Völgyi

      Pages 329-351

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs have to be replaced by appropriate stochastic programs. New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.

• Stochastische Optimierung
• Unternehmensforschung
• linear optimization
• modeling
• numerical methods
• operations research
• optimal design
• optimization
• programming
• stochastic optimization
• stochastic programming
• stochastic systems
• strategy

• Fk. LRT, Universität der Bundeswehr Müchen, Neubiberg/München, Germany

  Kurt Marti

• Institut für Operations Research, Universität Zürich, Zürich, Switzerland

  Peter Kall

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