Buy Books Online > Operational research > Stochastic Optimization Methods 1st Edition (Hardcover)
Stochastic Optimization Methods 1st Edition (Hardcover): Book by Kurt Marti

Stochastic Optimization Methods 1st Edition (Hardcover)

Product Details:    Share this by email:

ISBN: 9783540222729    Publisher: Hodder & Stoughton Year of publishing: 2004     Format:  Hardback No of Pages: 314        Language: German, English
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations,...Read more
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
Read less

Recommended Books for you - See all

OUT OF STOCK

Looks like the book you were looking for is currently not in stock with us. Please leave us your email and phone number.
We will get back to you as soon as it's available.

Your email
Phone No.
Enter characters from image

Rs.200 OFF

on purchase of Rs.500 & above

1.Click on Add to Cart & Proceed to Checkout
2.Under payment options, choose
"Redeem Coupon Code/Gift Certificate"
3.Enter Promo Code "SHOP200"
4.Get Rs.200 off, Pay Balance Amount

Valid upto 21st July,13

Rs.200 OFF

on purchase of Rs.500 & above

Terms & Conditions