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OverviewOptimization 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. Full Product DetailsAuthor: Kurt MartiPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Edition: 2nd 2008 ed. Dimensions: Width: 15.60cm , Height: 2.10cm , Length: 23.40cm Weight: 0.671kg ISBN: 9783540794578ISBN 10: 3540794573 Pages: 340 Publication Date: 04 June 2008 Audience: General/trade , General Format: Hardback Publisher's Status: Active Availability: Out of print, replaced by POD We will order this item for you from a manufatured on demand supplier. Table of ContentsReviewsAuthor InformationDr. Kurt Marti is a full Professor of Engineering Mathematics at the Federal Armed Forces University of Munich . He is Chairman of the IFIP-Working Group 7.7 on Stochastic Optimization and has been Chairman of the GAMM-Special Interest Group Applied Stochastics and Optimization . Professor Marti has published several books, both in German and in English, and he is author of more than 160 papers in refereed journals. Tab Content 6Author Website:Countries AvailableAll regions |