Stochastic Optimization Methods(2nd Edition)
Authors:
Kurt Marti
In Stock
Include with your book
Free shipping: April 04, 2024Popular items with books
Total Price:
$0
Book details
ISBN: 3642098363, 978-3642098369
Book publisher: Springer
Stochastic Optimization Methods 2nd Edition Summary: 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.
Customers also bought these books
Models And Algorithms For Global Optimization - 1st Edition
Aimo Torn
ISBN: 1441942203, 978-1441942203
$0 $165.33Frequently Bought Together
Statistics Principles And Methods - 6th Edition
Richard A. Johnson
ISBN: 0470409274, 9780470409275
$0 $21.00
Sustainable Management Of Luxury - 1st Edition
Miguel Angel Gardetti
ISBN: 9811097399, 978-9811097393
$0 $105.83
Legal Research Analysis and Writing - 3rd edition
William H. Putman
ISBN: 9781285415086, 1133591906, 1285415086, 978-1133591900
$0 $179.95
Fundamentals Of Corporate Finance - 13th Edition
Stephen Ross
ISBN: 1265553602, 978-1265553609
$0 $152.00
Living On The Spectrum Autism And Youth In Community - 1st Edition
Elizabeth Fein
ISBN: 1479889067 , 978-1479889068
$0 $26.40
I Need A Spreadsheet For That 4 Column Ledger Book - 1st Edition
My Spreadsheet Corner
ISBN: B0BL4W8QWJ
$0 $6.64
Reisport Womens Gymnastic Grips Protect Elite Hook And Loop Uneven Bar Grips -
?Reisport
ISBN: B07115Z4F9
$0 $62.00Top Reviews for Books
