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Stochastic Optimization Methods
Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, appropriate deterministic substitute problems are needed. Based on the probability distri...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edición: | 2nd ed. 2008. |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 001 | 978-3-540-79458-5 | ||
| 003 | DE-He213 | ||
| 005 | 20220120014203.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2008 gw | s |||| 0|eng d | ||
| 020 | |a 9783540794585 |9 978-3-540-79458-5 | ||
| 024 | 7 | |a 10.1007/978-3-540-79458-5 |2 doi | |
| 050 | 4 | |a T57.6-.97 | |
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| 100 | 1 | |a Marti, Kurt. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Stochastic Optimization Methods |h [electronic resource] / |c by Kurt Marti. |
| 250 | |a 2nd ed. 2008. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2008. | |
| 300 | |a XIII, 340 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 505 | 0 | |a Basic Stochastic Optimization Methods -- Decision/Control Under Stochastic Uncertainty -- Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty -- Differentiation Methods -- Differentiation Methods for Probability and Risk Functions -- Deterministic Descent Directions -- Deterministic Descent Directions and Efficient Points -- Semi-Stochastic Approximation Methods -- RSM-Based Stochastic Gradient Procedures -- Stochastic Approximation Methods with Changing Error Variances -- Reliability Analysis of Structures/Systems -- Computation of Probabilities of Survival/Failure by Means of Piecewise Linearization of the State Function. | |
| 520 | |a Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive 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. | ||
| 650 | 0 | |a Operations research. | |
| 650 | 0 | |a Mathematical optimization. | |
| 650 | 0 | |a Engineering. | |
| 650 | 0 | |a Computational intelligence. | |
| 650 | 1 | 4 | |a Operations Research and Decision Theory. |
| 650 | 2 | 4 | |a Optimization. |
| 650 | 2 | 4 | |a Technology and Engineering. |
| 650 | 2 | 4 | |a Computational Intelligence. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783540849988 |
| 776 | 0 | 8 | |i Printed edition: |z 9783642098369 |
| 776 | 0 | 8 | |i Printed edition: |z 9783540794578 |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-540-79458-5 |z Texto Completo |
| 912 | |a ZDB-2-SBE | ||
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| 950 | |a Business and Economics (SpringerNature-11643) | ||
| 950 | |a Business and Management (R0) (SpringerNature-43719) | ||