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Viac informácií o knihe Stochastic Optimization Methods

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Anotácia knihy

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where 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 probabilities and expectations involved, the book also shows how to apply approximative solution techniques. 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 and differentiation formulas for probabilities and expectations.§§In the third edition, this book further develops stochastic optimization methods. In particular, it now shows how to apply stochastic optimization methods to the approximate solution of important concrete problems arising in engineering, economics and operations research.§

Parametre knihy

Zaradenie knihy Books in English Economics, finance, business & management Business & management Operational research

• Celý názov: Stochastic Optimization Methods
• Podnázov: Applications in Engineering and Operations Research
• Autor: Kurt Marti
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 368
• EAN: 9783662462133
• ISBN: 3662462133
• ID: 09156344
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 720 g
• Rozmery: 166 × 255 × 25 mm
• Dátum vydania: 21. February 2015

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