Stochastic Programming Methods and Technical Applications

Beschreibung

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.
The book presents * basic modelling techniques, * new theoretical models and conceptual solution techniques, * new numerical methods and computer support and * technical applications of stochastic optimization.

Autor*in

Kurt Marti

Themen in »Stochastic Programming Methods and Technical Applications«

Estimator Normal distribution Optimierung mittels sukzessive Approximation STATISTICA approximative optimization correlation linear optimization numerical optimization numerische Optimierung optimization stochastic optimization stochastic programming stochastische Optimierung

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