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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Tác giả chính:	Marti, Kurt
Định dạng:	Sách
Ngôn ngữ:	English
Được phát hành:	Springer 2015
Những chủ đề:	Stochastic processes Mathematical optimization Economics Management Science
Truy cập trực tuyến:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58242
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spelling	oai:scholar.dlu.edu.vn:DLU123456789-582422023-11-11T06:06:24Z Stochastic Optimization Methods Marti, Kurt Stochastic processes Mathematical optimization Economics Management Science 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. 2015-09-14T07:06:14Z 2015-09-14T07:06:14Z 2015 Book 978-3-662-46214-0 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58242 en application/pdf Springer
institution	Thư viện Trường Đại học Đà Lạt
collection	Thư viện số
language	English
topic	Stochastic processes Mathematical optimization Economics Management Science
spellingShingle	Stochastic processes Mathematical optimization Economics Management Science Marti, Kurt Stochastic Optimization Methods
description	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.
format	Book
author	Marti, Kurt
author_facet	Marti, Kurt
author_sort	Marti, Kurt
title	Stochastic Optimization Methods
title_short	Stochastic Optimization Methods
title_full	Stochastic Optimization Methods
title_fullStr	Stochastic Optimization Methods
title_full_unstemmed	Stochastic Optimization Methods
title_sort	stochastic optimization methods
publisher	Springer
publishDate	2015
url	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58242
_version_	1782544255668977664

Stochastic Optimization Methods

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