Stochastic Programming Methods and Technical Applications

Peter Kall

ISBN 10: 3540639241 / ISBN 13: 9783540639244

Published by Springer Berlin Heidelberg Mrz 1998, 1998

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 448 pp. Englisch. Seller Inventory # 9783540639244

Bibliographic Details

Title: Stochastic Programming Methods and Technical...

Publisher: Springer Berlin Heidelberg Mrz 1998

Publication Date: 1998

Binding: Taschenbuch

Condition: Neu

About this title

Synopsis:

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.