Stochastic optimization methods applications in engineering and operations research /

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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....

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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
Contents:
  • Stochastic Optimization Methods
  • Optimal Control Under Stochastic Uncertainty
  • Stochastic Optimal Open-Loop Feedback Control
  • Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC)
  • Optimal Design of Regulators
  • Expected Total Cost Minimum Design of Plane Frames
  • Stochastic Structural Optimization with Quadratic Loss Functions
  • Maximum Entropy Techniques.

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