Stochastic Programming (eBook, PDF)

Numerical Techniques and Engineering Applications
Redaktion: Marti, Kurt; Kall, Peter

• Format: PDF

Produktbeschreibung

New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.

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Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 351
• Erscheinungstermin: 14. Dezember 2013
• Englisch
• ISBN-13: 9783642882722
• Artikelnr.: 53201773

Inhaltsangabe

From the contents: Theoretical Models: Types of Asymptotic Approximations for Normal Probability Integrals.- Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming.- Numerical Methods and Computer Support: Computation of Probability Functions and its Dervatives by means of Orthogonal Function Series Expansions.- Computer Support for Modeling in Stochastic Linear Programming.- Structural Design via Evolution Strategies.- On the Regularized Decomposition Method for Stochastic Programming Problems.- Multipoint Approximation Method for Structural Optimization Problems with Noisy Function Values.- Sequential Convex Programming Methods.- Engineering Applications: Target Costing: The Data Problem.- Statistical Characterization of Granular Assemblies.- On Stochastic Aspects of a Metal Cutting Problem.- Consideration of Stochastic Effects for Finding Optimal Layouts of Mechanical Structures.- Tolerance Dynamics for a High Precision Balance.- On Boundary-Initial Value Problem for Linear Hyperbolic Thermoelasticity Equations with Control of Temperature.