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Stochastic Optimization - Numerical Methods and Technical Applications (Paperback, Softcover reprint of the original 1st ed. 1992)
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Stochastic Optimization - Numerical Methods and Technical Applications (Paperback, Softcover reprint of the original 1st ed. 1992)
Series: Lecture Notes in Economics and Mathematical Systems, 379
Expected to ship within 10 - 15 working days
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This volume includes a selection of papers presented at the GAMM/
IFIP-Workshop on IIStochastic Optimization: Numerical Methods and
ll Technical Applications , held at the Federal Armed Forces
Univer- sity Munich, May 29-31, 1990. The objective of this meeting
was to bring together scientists from Stochastic Programming and
from those Engineering areas, where Mathematical Programming models
are common tools, as e.g. Optimal structural Design, Power
Dispatch, Acid Rain Abatement etc .. Hence, the aim was to discuss
the effects of taking into account the in- herent randomness of
some data of these problems, i.e. considering Stochastic
Programming instead of Mathematical Programming models in order to
get solutions being more reliable, but not more expen- sive. An
international programme committe2 was formed which included H.A.
Eschenauer (Germany) P. Kall (Switzerland) K. Marti (Germany,
Chairman) J. Mayer (Hungary) G.I. Schueller (Austria) Although the
number of participants had to be small for technical reasons, the
area covered by the lectures during the workshop was rather broad.
It contains theoretical insight into stochastic pro- gramming
problems, new computational approaches, analyses of known solution
methods, and applications in such very different technical fields
as ecology, energy demands, and optimal reliability of me- chanical
structures. In particular, the applied presentation also pointed to
several open methodological problems.
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