Stochastic Programming: Numerical Techniques and Engineering Applications by Kur

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Stochastic Programming by Kurt Marti, Peter Kall

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.

FORMAT
Paperback LANGUAGE
English CONDITION
Brand New Publisher Description

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs have to be replaced by appropriate stochastic programs. New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.

Table of Contents

From the contents: Theoretical Models: Types of Asymptotic Approximations for Normal Probability Integrals.- Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming.- Numerical Methods and Computer Support: Computation of Probability Functions and its Dervatives by means of Orthogonal Function Series Expansions.- Computer Support for Modeling in Stochastic Linear Programming.- Structural Design via Evolution Strategies.- On the Regularized Decomposition Method for Stochastic Programming Problems.- Multipoint Approximation Method for Structural Optimization Problems with Noisy Function Values.- Sequential Convex Programming Methods.- Engineering Applications: Target Costing: The Data Problem.- Statistical Characterization of Granular Assemblies.- On Stochastic Aspects of a Metal Cutting Problem.- Consideration of Stochastic Effects for Finding Optimal Layouts of Mechanical Structures.- Tolerance Dynamics for a High Precision Balance.- On Boundary-Initial Value Problem for Linear Hyperbolic Thermoelasticity Equations with Control of Temperature.

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Long Description

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs have to be replaced by appropriate stochastic programs. New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.

Details ISBN3540589961 Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Series Lecture Notes in Economics and Mathematical Systems Year 1995 ISBN-10 3540589961 ISBN-13 9783540589969 Format Paperback Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K Place of Publication Berlin Country of Publication Germany Edited by Kurt Marti DEWEY 519.2 Language English Media Book Series Number 423 Subtitle Numerical Techniques and Engineering Applications Short Title STOCHASTIC PROGRAMMING 1995/E Publication Date 1995-04-06 Pages 351 Edition 1995th DOI Author Peter Kall Edition Description 1995 ed. Audience Postgraduate, Research & Scholarly Country of Origin DE Product Class Description Mathematics Alternative 9783642882722 Illustrations 60 Illustrations, black and white
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