Stochastic Optimization Methods (PDF)
Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, appropriate deterministic substitute...
58 DeutschlandCard Punkte sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive 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.
- Autor: Kurt Marti
- 2008, 2nd ed. 2008, 340 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3540794581
- ISBN-13: 9783540794585
- Erscheinungsdatum: 16.05.2008
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Größe: 5.03 MB
- Ohne Kopierschutz
- Vorlesefunktion
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Stochastic Optimization Methods".
Kommentar verfassen