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Marti, Kurt:

Stochastic Optimization Methods - Paperback

2010, ISBN: 9783642098369

Springer, Taschenbuch, Auflage: Softcover reprint of hardcover 2nd ed. 2008, 356 Seiten, Publiziert: 2010-11-06T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 23 black & white illustrati… More...

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Marti, Kurt:

Stochastic Optimization Methods - Paperback

2010, ISBN: 3642098363

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Softcover reprint of hardcover 2nd ed. 2008 Kartoniert / Broschiert Unternehmensforschung, Optimierung, Ingenieurswesen, Maschinenbau allgemein, Künstliche Intelligenz, operationsresear… More...

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Stochastic Optimization Methods - new book

ISBN: 9783642098369

Springer , pp. 356 2nd Edition . Papeback. New., Springer, 6

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Stochastic Optimization Methods - Paperback

ISBN: 9783642098369

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Stochastic Optimization Methods - used book

ISBN: 9783642098369

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Stochastic Optimization Methods
Author:
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ISBN:

9783642098369


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

Details of the book - Stochastic Optimization Methods


EAN (ISBN-13): 9783642098369
ISBN (ISBN-10): 3642098363
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer
356 Pages
Weight: 0,538 kg
Language: eng/Englisch

Book in our database since 2010-08-03T14:57:05+01:00 (London)
Detail page last modified on 2023-08-30T10:39:10+01:00 (London)
ISBN/EAN: 9783642098369

ISBN - alternate spelling:
3-642-09836-3, 978-3-642-09836-9
Alternate spelling and related search-keywords:
Book author: marti kurt
Book title: optimization methods, kurt marti

Information from Publisher

Author: Kurt Marti
Title: Stochastic Optimization Methods
Publisher: Springer; Springer Berlin
340 Pages
Publishing year: 2010-11-06
Berlin; Heidelberg; DE
Printed / Made in
Language: English
128,39 € (DE)
131,99 € (AT)
135,76 CHF (CH)
POD
XIII, 340 p.

BC; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Unternehmensforschung; Verstehen; Operations Research; Optimization; Optimization Methods; Optimization Problems; Regression; Response Surface Methodology; Stochastic Approximation; Stochastic Optimization; calculus; model; Operations Research and Decision Theory; Optimization; Technology and Engineering; Computational Intelligence; Management: Entscheidungstheorie; Optimierung; Ingenieurswesen, Maschinenbau allgemein; Künstliche Intelligenz; BB

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.- Reliability Analysis of Structures/Systems.- Computation of Probabilities of Survival/Failure by Means of Piecewise Linearization of the State Function.
Many illustrations/several examples/applications to concrete problems from engineering and operations research, as e.g. quality engineering, robust design/many references to stochastic optimization, stochastic programming and its application to engineering, operations research and economics/presentation of the material from the practical viewpoint

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