[share_ebook] Stochastic Optimization Methods

Author: Kurt Marti

Date: 2011-06-18

Pages: 353

Publisher: Springer

Category: Business

Posted on 2011-10-18, by sharebookfree.


Stochastic Optimization Methods

Stochastic Optimization Methods
Kurt Marti | Springer | 2011-06-18 | 353 pages | English | PDF

Optimization 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.



**** No Mirrors below, please! Follow Rules! ****

Sponsored High Speed Downloads
8732 dl's @ 2230 KB/s
Download Now [Full Version]
7218 dl's @ 3635 KB/s
Download Link 1 - Fast Download
9606 dl's @ 3521 KB/s
Download Mirror - Direct Download

Search More...
[share_ebook] Stochastic Optimization Methods

Search free ebooks in ebookee.com!

Related Archive Books

Archive Books related to "[share_ebook] Stochastic Optimization Methods":

Download this book

No active download links here?
Please check the description for download links if any or do a search to find alternative books.

Related Books


No comments for "[share_ebook] Stochastic Optimization Methods".

    Add Your Comments
    1. Download links and password may be in the description section, read description carefully!
    2. Do a search to find mirrors if no download links or dead links.
    Back to Top