Stochastic Programming Methods and Technical Applications Proceedings of the 3rd GAMM/IFIP-Workshop on “Stochastic Optimization: Numerical Methods and Technical Applications” held at the Federal Armed Forces University Munich, Neubiberg/München, Germany, June 17–20, 1996

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 plan...

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Corporate Author: SpringerLink (Online service)
Other Authors: Marti, Kurt (Editor), Kall, Peter (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1998, 1998
Edition:1st ed. 1998
Series:Lecture Notes in Economics and Mathematical Systems
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Summary: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
Physical Description:X, 437 p. 37 illus online resource
ISBN:9783642457678