Stochastic Optimization Methods

Autori

• Kurt Marti

Parametri

• Matematica

Maggiori informazioni sul libro

This text provides a concise overview of stochastic optimization and considers nonlinear optimization problems. Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems.

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Lingua: Inglese

Pubblicato: 2005