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Titlebook: Stochastic Optimization Methods; Kurt Marti Book 20082nd edition Springer-Verlag Berlin Heidelberg 2008 Operations Research.Optimization.O

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書目名稱Stochastic Optimization Methods
編輯Kurt Marti
視頻videohttp://file.papertrans.cn/879/878059/878059.mp4
概述Many illustrations/several examples/applications to concrete problems from engineering and operations research,.as e.g. quality engineering, robust design/many references to stochastic optimization, s
圖書封面Titlebook: Stochastic Optimization Methods;  Kurt Marti Book 20082nd edition Springer-Verlag Berlin Heidelberg 2008 Operations Research.Optimization.O
描述.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..
出版日期Book 20082nd edition
關(guān)鍵詞Operations Research; Optimization; Optimization Methods; Optimization Problems; Regression; Response Surf
版次2
doihttps://doi.org/10.1007/978-3-540-79458-5
isbn_softcover978-3-642-09836-9
isbn_ebook978-3-540-79458-5
copyrightSpringer-Verlag Berlin Heidelberg 2008
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metaphysical garb, so that what remains are simply the matters of living to which religion ought properly on his view address itself. The Bible is thus reconceptualized as a piece of rich literature, of no real difference in logical kind to any other piece of rich literature, except that it defines
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st-empiricist debate. I restrict my attention to BonJour’s indispensability arguments. He argues that unless one is a radical skeptic about justification, there must be some substantive a priori justification. . BonJour refers to this argument as “the master argument” of his book.. He argues that un
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Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty
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