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Stochastic Programming Methods and Technical Applications

Kurt Marti
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      Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical information about the random parameters should be considered already at the planning phase. The original problem with random parameters must be replaced by an appropriate deterministic substitute problem, and efficient numerical solution or approximation techniques have to be developed for those problems. This proceedings volume contains a selection of papers on modelling techniques, approximation methods, numerical solution procedures for stochastic optimization problems and applications to the reliability-based optimization of concrete technical or economic systems.
      Format: Paperback / softback CONTRIBUTORS: Kurt Marti EAN: 9783540639244 COUNTRY: Germany PAGES: WEIGHT: 682 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG DATE PUBLISHED: 1998-03-18 CITY: GENRE: BUSINESS & ECONOMICS / Operations Research, MATHEMATICS / Calculus, MATHEMATICS / Probability & Statistics / General WIDTH: 155 cm SPINE:

      Book Themes:

      Management decision making, Operational research, Probability and statistics, Optimization, Stochastics

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      Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical information about the random parameters should be considered already at the planning phase. The original problem with random parameters must be replaced by an appropriate deterministic substitute problem, and efficient numerical solution or approximation techniques have to be developed for those problems. This proceedings volume contains a selection of papers on modelling techniques, approximation methods, numerical solution procedures for stochastic optimization problems and applications to the reliability-based optimization of concrete technical or economic systems.
      Format: Paperback / softback CONTRIBUTORS: Kurt Marti EAN: 9783540639244 COUNTRY: Germany PAGES: WEIGHT: 682 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG DATE PUBLISHED: 1998-03-18 CITY: GENRE: BUSINESS & ECONOMICS / Operations Research, MATHEMATICS / Calculus, MATHEMATICS / Probability & Statistics / General WIDTH: 155 cm SPINE:

      Book Themes:

      Management decision making, Operational research, Probability and statistics, Optimization, Stochastics

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      Be the first to write a review
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