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....

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Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awdur: Marti, Kurt
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Springer 2015
Pynciau:
Mynediad Ar-lein:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58242
Tagiau: Ychwanegu Tag
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Crynodeb: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.