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.
| ISBN: | 9783540639244 |
| Publication date: | 18th March 1998 |
| Author: | Kurt Marti, Peter Kall |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 437 pages |
| Series: | Lecture Notes in Economics and Mathematical Systems |
| Genres: |
Probability and statistics Management decision making Stochastics Operational research Optimization |
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.
Stochastic Programming Methods and Technical Applications features in the following genres: Probability and statistics, Management decision making, Stochastics, Operational research, Optimization
Stochastic Programming Methods and Technical Applications is available in Paperback
Stochastic Programming Methods and Technical Applications was written by Kurt Marti, Peter Kall and published by Springer an imprint of Springer Berlin Heidelberg
Stochastic Programming Methods and Technical Applications has 437 pages
Yes it is part of Lecture Notes in Economics and Mathematical Systems series