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Stochastic Optimization Methods: Applications in Engineering and Operations Research
Kurt Marti
€ 175.30
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Description for Stochastic Optimization Methods: Applications in Engineering and Operations Research
Paperback. Num Pages: 392 pages, 23 black & white illustrations, biography. BIC Classification: KJT; PBU; PBWL; UYQ. Category: (P) Professional & Vocational. Dimension: 156 x 234 x 26. Weight in Grams: 596.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Condition
New
Number of Pages
368
Place of Publication
Berlin, Germany
ISBN
9783662500125
SKU
V9783662500125
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Kurt Marti
Dr. Kurt Marti is a full Professor of Engineering Mathematics at the Federal Armed Forces University of Munich . He is Chairman of the IFIP-Working Group 7.7 on Stochastic Optimization and has been Chairman of the GAMM-Special Interest Group Applied Stochastics and Optimization . Professor Marti has published several books, both in German and in English ... Read more
Reviews for Stochastic Optimization Methods: Applications in Engineering and Operations Research
The considered book presents a mathematical analysis of the stochastic models of important applied optimization problems. ... presents detailed methods to solve these problems, rigorously proves their properties, and uses examples to illustrate the proposed methods. This book would be particularly beneficial to mathematicians working in the field of stochastic control and mechanical design. (Antanas Zilinskas, Interfaces, Vol. 45 ... Read more