Stochastic Optimization: Numerical Methods and Technical Applications. Proceedings of a GAMM/IFIP-Workshop held at the Federal Armed Forces University . Notes in Economics and Mathematical Systems)

Marti, Kurt

ISBN 10: 3540552251 / ISBN 13: 9783540552253

Published by Springer, 1992

About this Item

1st edition. 190 pages. 9.61x6.69x0.45 inches. In Stock. Seller Inventory # x-3540552251

Bibliographic Details

Title: Stochastic Optimization: Numerical Methods ...

Publisher: Springer

Publication Date: 1992

Binding: Paperback

Condition: Brand New

About this title

Synopsis:

This volume includes a selection of papers presented at the GAMM/ IFIP-Workshop on IIStochastic Optimization: Numerical Methods and ll Technical Applications , held at the Federal Armed Forces Univer­ sity Munich, May 29-31, 1990. The objective of this meeting was to bring together scientists from Stochastic Programming and from those Engineering areas, where Mathematical Programming models are common tools, as e.g. Optimal structural Design, Power Dispatch, Acid Rain Abatement etc .. Hence, the aim was to discuss the effects of taking into account the in­ herent randomness of some data of these problems, i.e. considering Stochastic Programming instead of Mathematical Programming models in order to get solutions being more reliable, but not more expen­ sive. An international programme committe2 was formed which included H.A. Eschenauer (Germany) P. Kall (Switzerland) K. Marti (Germany, Chairman) J. Mayer (Hungary) G.I. Schueller (Austria) Although the number of participants had to be small for technical reasons, the area covered by the lectures during the workshop was rather broad. It contains theoretical insight into stochastic pro­ gramming problems, new computational approaches, analyses of known solution methods, and applications in such very different technical fields as ecology, energy demands, and optimal reliability of me­ chanical structures. In particular, the applied presentation also pointed to several open methodological problems.