Stochastic Optimization Methods

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....

সম্পূর্ণ বিবরণ

সংরক্ষণ করুন:
গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Marti, Kurt
বিন্যাস: গ্রন্থ
ভাষা:English
প্রকাশিত: Springer 2015
বিষয়গুলি:
অনলাইন ব্যবহার করুন:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58242
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বিবরন
সংক্ষিপ্ত: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. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into appropriate deterministic substitute problems.