Loading…

Stochastic optimization methods applications in engineering and operations research /

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where appropriate deterministic substitute problems are needed....

Full description

Saved in:

Bibliographic Details
Main Author:	Marti, Kurt, 1943- (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Heidelberg : Springer, 2015.
Edition:	Third edition.
Physical Description:	1 online resource (xxiv, 368 pages) : illustrations.
Subjects:	Stochastic processes. Mathematical optimization. operationeel onderzoek. operations research. economie. economics. bedrijfswetenschap. management science. computational science. optimalisatie. optimization. Management studies, Business Administration, Organizational Science (General) Economics (General) Management, bedrijfskunde, organisatiekunde (algemeen) Economie (algemeen)
Online Access:	SpringerLink - Click here for access

Stochastic optimization methods : applications in engineering and operations research Fourth edition. by Marti, Kurt, 1943-

Published: Springer, 2024

Description: 1 online resource (xiv, 378 pages) : illustrations (some color)

SpringerLink - Click here for access

eBook

Stochastic optimization methods applications in engineering and operations research /

Similar Items

Stochastic optimization methods : applications in engineering and operations research Fourth edition. by Marti, Kurt, 1943-

Stochastic optimization methods by Marti, Kurt, 1943-

Stochastic optimization methods 2nd ed. by Marti, Kurt, 1943-

Optimization under stochastic uncertainty : methods, control and random search methods by Marti, Kurt, 1943-

Stochastic global optimization by Zhigli͡avskiĭ, A. A. (Anatoliĭ Aleksandrovich), Zhilinskas, A.

Multistage Stochastic optimization by Pflug, Georg Ch., 1951-, Pichler, Alois

Optimal stochastic scheduling by Cai, Xiaoqiang, Wu, Xianyi, Zhou, Xian (Associate professor)

Stochastic optimization models in finance by ScienceDirect (Online service)

Convex and stochastic optimization by Bonnans, J. F. (Joseph Frédéric), 1957-

Stochastic optimization methods in finance and energy : new financial products and energy market strategies by SpringerLink (Online service)

Optimal stochastic control schemes within a structural reliability framework by Leira, Bernt J.

Global optimization : a stochastic approach by Schäffler, Stefan

Stochastic recursive algorithms for optimization : simultaneous perturbation methods by Bhatnagar, S.

Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions by SpringerLink (Online service)

On stochastic optimization problems and an application in finance by Strini, Josef Anton

Stochastic optimization by Schneider, Johannes J. (Johannes Josef)

Stochastic optimization in insurance : a dynamic programming approach by Azcue, Pablo, Muler, Nora

Risk-averse optimization and control : theory and methods by Dentcheva, Darinka, Ruszczyński, Andrzej P.

Optimization of stochastic heat engines in the underdamped limit by Zöller, Nikolas

Stochastic processes : estimation, optimization, & analysis by ScienceDirect (Online service)

Shape optimization under uncertainty from a stochastic programming point of view 1. Aufl. by Held, Harald

Continuous-time stochastic control and optimization with financial applications by Pham, Huyên

Stochastic learning and optimization : a sensitivity-based approach by Cao, Xi-Ren

Models and algorithms for global optimization : essays dedicated to Antanas Žilinskas on the occasion of his 60th birthday by SpringerLink (Online service)

Applied simulation and optimization. 2, New applications in logistics, industrial and aeronautical practice by SpringerLink (Online service)

Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming by Carpentier, Pierre (Writer on stochastic programming), Chancelier, Jean-Philippe, Cohen, Guy, De Lara, Michel, 1961-

An introduction to optimal control theory : the dynamic programming approach by Hernández-Lerma, O. (Onésimo), Laura-Guarachi, Leonardo Ramiro, Mendoza Palacios, Saúl, González-Sánchez, David

Stability, approximation, and decomposition in two- and multistage stochastic programming 1. Aufl. by Kuchler, Christian

Stochastic optimal control in infinite dimension : dynamic programming and HJB equations by Fabbri, Giorgio, Gozzi, Fausto, Święch, Andrezej

Optimization, control, and applications of stochastic systems : in honor of Onesimo Hernandez-Lerma by SpringerLink (Online service)

Modern optimization modelling techniques by Cominetti, Roberto

Handbook of simulation optimization by SpringerLink (Online service)

Computational methods in stochastic dynamics by SpringerLink (Online service)

Foundations and methods of stochastic simulation : a first course by Nelson, Barry L.

Foundations and methods of stochastic simulation : a first course Second edition. by Nelson, Barry L., Pei, Linda

An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine Third edition. by Capasso, Vincenzo, 1945-, Bakstein, David, 1975-

Décomposition-coordination en optimisation déterministe et stochastique by Carpentier, Pierre (Writer on stochastic programming), Cohen, Guy

Stochastic Global Optimization Methods and Applications to Chemical, Biochemical, Pharmaceutical and Environmental Processes by Venkateswarlu, Ch

Modeling with stochastic programming by King, Alan Jonathan

An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine 4th ed. by Capasso, Vincenzo, 1945-

Similar Items