Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Stochastic Optimization MethodsISBN13:9783642098369ISBN10:3642098363Author:Marti, Kurt (Author)Description:Optimization Problems Arising In Practice Involve Random Model Parameters For The Computation Of Robust Optimal Solutions, I E , Optimal Solutions Being Insenistive With Respect To Random Parameter Variations, Appropriate Deterministic Substitute Problems Are Needed Based On The Probability Distribution Of The Random Data, And Using Decision Theoretical Concepts, Optimization Problems Under Stochastic Uncertainty Are Converted Into Appropriate Deterministic Substitute Problems Due To The Occurring Probabilities And Expectations, Approximative Solution Techniques Must Be Applied Several Deterministic And Stochastic Approximation Methods Are Provided: Taylor Expansion Methods, Regression And Response Surface Methods (Rsm), Probability Inequalities, Multiple Linearization Of Survivalfailure Domains, Discretization Methods, Convex Approximationdeterministic Descent Directionsefficient Points, Stochastic Approximation And Gradient Procedures, Differentiation Formulas For Probabilities And Expectations Binding:Paperback, PaperbackPublisher:SPRINGER NATUREPublication Date:2010-11-06Weight:1.1 lbsDimensions:0.74'' H x 9.21'' L x 6.14'' WNumber of Pages:340Language:English
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Book Title: Stochastic Optimization Methods
Item Length: 9.3in.
Item Width: 6.1in.
Author: Kurt Marti
Publication Name: Stochastic Optimization Methods
Format: Trade Paperback
Language: English
Publisher: Springer Berlin / Heidelberg
Publication Year: 2010
Type: Textbook
Item Weight: 19.2 Oz
Number of Pages: Xiii, 340 Pages
