Stochastic Programming Numerical Techniques and Engineering Applications
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 hav...
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1995, 1995
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| Edition: | 1st ed. 1995 |
| Series: | Lecture Notes in Economics and Mathematical Systems
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
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