Stochastic Optimization Methods
Applications in Engineering and Operations Research
This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where 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 probabilities and expectations involved, the book also shows how to apply approximative solution techniques. Several deter…
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Produktdetails
- ISBN: 978-3-662-46214-0
- EAN: 9783662462140
- Produktnummer: 18252301
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2015
- Seitenangabe: 368 S.
- Plattform: PDF
- Masse: 4'576 KB
- Auflage: 3rd ed. 2015
- Abbildungen: 23 schwarz-weiße Abbildungen, Bibliographie
Über den Autor
Dr. 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.
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