Optimization of Stochastic Models: The Interface Between Simulation and Optimization - Softcover

Pflug, Georg Ch.

 
9781461314509: Optimization of Stochastic Models: The Interface Between Simulation and Optimization

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Synopsis

1. Optimization. 2. Discrete-Event Processes. 3. Derivatives. 4. Simulation and Sensitivity Estimation. 5. Stochastic Approximation. A: Metric Spaces. B: Sequences and Series. C: Matrix Algebra. D: Derivatives. E: Convexity and Convex Projections. F: Set-Wise Convergence.G: Duality and Lagrangians. H: Probability Spaces and Random Variables. I: Convergence of Random Variables. J: The Wasserstein Distance. K: Conditional Expectations. L: Martingales. M: Choquet Theory. N: Coupling. Index.

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Other Popular Editions of the Same Title

9780792397809: Optimization of Stochastic Models: The Interface Between Simulation and Optimization: 373 (The Springer International Series in Engineering and Computer Science, 373)

Featured Edition

ISBN 10:  0792397800 ISBN 13:  9780792397809
Publisher: Springer, 1996
Hardcover