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Stochastic Optimization Methods (Paperback, Softcover reprint of hardcover 2nd ed. 2008) Loot Price: R4,342
Discovery Miles 43 420
Stochastic Optimization Methods (Paperback, Softcover reprint of hardcover 2nd ed. 2008): Kurt Marti

Stochastic Optimization Methods (Paperback, Softcover reprint of hardcover 2nd ed. 2008)

Kurt Marti

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Loot Price R4,342 Discovery Miles 43 420 | Repayment Terms: R407 pm x 12*

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Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insenistive 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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Release date: November 2010
First published: 2008
Authors: Kurt Marti
Dimensions: 235 x 155 x 18mm (L x W x T)
Format: Paperback
Pages: 340
Edition: Softcover reprint of hardcover 2nd ed. 2008
ISBN-13: 978-3-642-09836-9
Categories: Books > Professional & Technical > Technology: general issues > Engineering: general
Books > Business & Economics > Business & management > Management & management techniques > Operational research
Books > Science & Mathematics > Mathematics > Optimization > General
Books > Computing & IT > Applications of computing > Artificial intelligence > General
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LSN: 3-642-09836-3
Barcode: 9783642098369

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