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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 /

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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
Corporate Authors: GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications" Hochschule der Bundeswehr München, SpringerLink (Online service)
Other Authors: Marti, Kurt, 1943-, Kall, Peter
Format: Conference Proceeding eBook
Language:English
Published: Berlin ; New York : Springer, [1998]
Series:Lecture notes in economics and mathematical systems ; 458.
Subjects:
Stochastic programming > Congresses.
Mathematical optimization > Congresses.
Stochastic processes > Congresses.
Mathematical optimization.
Stochastic processes.
Stochastic programming.
Stochastische programmering.
Mathematische programmering.
Stochastische processen.
Programação estocastica (congressos)
Programacao Matematica.
Optimisation mathématique > Congrès.
Programmation stochastique > Congrès.
Kongress.
Stochastische Optimierung.
Electronic books.
Conference proceedings.
Online Access:Connect to the full text of this electronic book
Description
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.
Item Description:Electronic resource.
Physical Description:1 online resource (x, 437 pages) : illustrations.
Format:Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:Includes bibliographical references.
ISBN:9783642457678 (electronic bk.)
3642457673 (electronic bk.)
ISSN:0075-8442 ;