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Book synopsis

This book examines application and methods to incorporating stochastic parameter variations into the optimization process to decrease expense in corrective measures. Basic types of deterministic substitute problems occurring mostly in practice involve i) minimization of the expected primary costs subject to expected recourse cost constraints (reliability constraints) and remaining deterministic constraints, e.g. box constraints, as well as ii) minimization of the expected total costs (costs of construction, design, recourse costs, etc.) subject to the remaining deterministic constraints.After an introduction into the theory of dynamic control systems with random parameters, the major control laws are described, as open-loop control, closed-loop, feedback control and open-loop feedback control, used for iterative construction of feedback controls. For approximate solution of optimization and control problems with random parameters and involving expected cost/loss-type objective, constraint functions, Taylor expansion procedures, and Homotopy methods are considered, Examples and applications to stochastic optimization of regulators are given. Moreover, for reliability-based analysis and optimal design problems, corresponding optimization-based limit state functions are constructed. Because of the complexity of concrete optimization/control problems and their lack of the mathematical regularity as required of Mathematical Programming (MP) techniques, other optimization techniques, like random search methods (RSM) became increasingly important.

Book details

Book category Books in German Sozialwissenschaften, Recht, Wirtschaft Wirtschaft Volkswirtschaft

• Full title: Optimization Under Stochastic Uncertainty
• Author: Marti, Kurt
• Language: English
• Binding: Paperback
• Number of pages: 393
• EAN: 9783030556648
• ISBN: 3030556646
• ID: 37633181
• Publisher: Springer Nature Switzerland AG
• Weight: 623 g
• Dimensions: 235 × 155 × 23 mm
• Date of publishing: 11. November 2021

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