Stochastic Programming
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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.

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.
  • Produktdetails
  • Lecture Notes in Economics and Mathematical Systems
  • Verlag: Springer, Berlin
  • 1995
  • Seitenzahl: 364
  • Erscheinungstermin: 6. April 1995
  • Englisch
  • Abmessung: 233mm x 153mm x 23mm
  • Gewicht: 476g
  • ISBN-13: 9783540589969
  • ISBN-10: 3540589961
  • Artikelnr.: 09211283
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.