Items related to Stochastic Optimization Techniques: Numerical Methods...

Stochastic Optimization Techniques: Numerical Methods and Technical Applications: v. 513 (Lecture Notes in Economics and Mathematical Systems) - Softcover

 
9783540428893: Stochastic Optimization Techniques: Numerical Methods and Technical Applications: v. 513 (Lecture Notes in Economics and Mathematical Systems)

Synopsis

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.

"synopsis" may belong to another edition of this title.

Synopsis

Optimization problems which arise in practice generally contain several random parameters. In order to get robust optimal solutions with respect to random parameter variations, the available statistical information about the random data should be considered at the planning phase. Thus, the original problem with random coefficients must be replaced by an appropriate deterministic substitute problem. This volume contains the proceedings of the 4th GAMM/IFIP workshop on "Stochastic Optimization: Numerical Methods and Technical Applications" held June 27-29th 2000 at the Federal Armed Forces University in Munich. It contains 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. The book also includes many concrete applications from engineering and operations research.

"About this title" may belong to another edition of this title.