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Marti, Kurt

Stochastic Optimization Methods

Marti, Kurt - Stochastic Optimization Methods, ebook

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ISBN: 9783540794585
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Table of contents

I. Basic Stochastic Optimization Methods

1. Decision/Control Under Stochastic Uncertainty

2. Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty

II. Differentiation Methods

3. Differentiation Methods for Probability and Risk Functions

III. Deterministic Descent Directions

4. Deterministic Descent Directions and Efficient Points

IV. Semi-Stochastic Approximation Methods

5. RSM-Based Stochastic Gradient Procedures

6. Stochastic Approximation Methods with Changing Error Variances

V. Reliability Analysis of Structures/Systems

7. Computation of Probabilities of Survival/Failure by Means of Piecewise Linearization of the State Function

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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

Author(s)
Publisher
Springer
Publication year
2008
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9783540794585

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