Stochastic Optimization

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.