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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Bibliographic Details
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
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245 0 0 |a Stochastic Programming Methods and Technical Applications  |h Elektronische Ressource  |b 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  |c edited by Kurt Marti, Peter Kall 
250 |a 1st ed. 1998 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 1998, 1998 
300 |a X, 437 p. 37 illus  |b online resource 
505 0 |a Stochastic Trajectory Planning for Manutec r3 with Random Payload -- Implementation of the Response Surface Method (RSM) for Stochastic Structural Optimization Problems -- Optimization of an Engine Air Intake System for Minimum Noise Transmission using Function Approximation Concepts -- Stochastic Structural Optimization of Powertrain Mounting Systems with Dynamic Constraints 
505 0 |a A Note on Preprocessing via Fourier-Motzkin Elimination in Two-Stage Stochastic Programming -- Bounds for the Reliability of k-out-of-connected-(r,s)-from-(m,n): F Lattice Systems -- On a Relation between Problems of Calculus of Variations and Mathematical Programming -- III. Numerical Methods and Computer Support -- Parameter Sensitivity of Deterministic and Stochastic Search Methods -- Regression Estimators related to Multinormal Distributions: Computer Experiences in Root Finding -- Some Aspects of Algorithmic Differentiation of Ordinary Differential Equations -- Refinement Issues in Stochastic Multistage Linear Programming -- On Solving Stochastic Linear Programming Problems -- IV. Technical Applications -- On an ON/OFF Type Source with Long Range Correlations -- Optimization Methods in Structural Reliability -- Mathematical Aspects of the Boundary Initial Value Problems forThermoelasticity Theory of Non-simple Materials with Control for Temperature --  
505 0 |a I. Tutorial Papers -- Bounds for and Approximations to Stochastic Linear Programs with Recourse — Tutorial -- Optimal Power Generation under Uncertainty via Stochastic Programming -- Position and Controller Optimization for Robotic Parts Mating -- Some Basic Principles of Reliability-Based Optimization (RBO) of Structures and Mechanical Components -- II. Theoretical Models and Conceptual Methods -- Stochastic Optimization Approach to Dynamic Problems with Jump Changing Structure -- Reflections on Robust Optimization -- On Constrained Discontinuous Optimization -- On the Equivalence in Stochastic Programming with Probability and Quantile Objectives -- A Note on Multifonctions in Stochastic Programming -- Approximation to Extremum Problems with Probability Cost Functionals -- Global Optimization of Probabilities by the Stochastic Branch and Bound Method -- Robust Stability of Interval Matrices: a Stochastic Approach --  
653 |a Operations research 
653 |a Calculus of Variations and Optimization 
653 |a Probability Theory 
653 |a Mathematical optimization 
653 |a Operations Research and Decision Theory 
653 |a Calculus of variations 
653 |a Probabilities 
700 1 |a Kall, Peter  |e [editor] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Lecture Notes in Economics and Mathematical Systems 
028 5 0 |a 10.1007/978-3-642-45767-8 
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520 |a 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