Stochastic Optimization | Numerical Methods and Technical Applications | ISBN 9783540552253

Stochastic Optimization

Numerical Methods and Technical Applications

herausgegeben von Kurt Marti
Buchcover Stochastic Optimization  | EAN 9783540552253 | ISBN 3-540-55225-1 | ISBN 978-3-540-55225-3

Stochastic Optimization

Numerical Methods and Technical Applications

herausgegeben von Kurt Marti

Inhaltsverzeichnis

  • I. Theoretical Results.
  • Finite Convergence in Stochastic Programming.
  • Lattice Rules for Multiple Integration.
  • Limit Theorems on the Robbins-Monro Process for Different Variance Behaviors of the Stochastic Gradient.
  • Continuity and Stability in Two-Stage Stochastic Integer Programming.
  • II. Applications and Methods.
  • Three Approaches for Solving the Stochastic Multiobjective Programming Problem.
  • A Stochastic Programming Model for Optimal Power Dispatch: Stability and Numerical Treatment.
  • Computational Techniques for Probabilistic Constrained Optimization Problems.
  • Stochastic Optimization in Acid Rain Management with Variable Meteorology.
  • Collapse Load Analysis and Optimal Design by Stochasic Programming with Uncertainties of Loads.