Stochastic Optimization Methods

Part I.Basic Stochastic Optimization Methods

1. Decision/Control Under Stochastic Uncertainty
2. Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty
Part II.Differentiation Methods

3. Differentiation Methods for Probability and Risk Functions
Part III.Deterministic Descent Directions

4. Deterministic Descent Directions and Efficient Points
Part IV.Semi-Stochastic Approximation Methods

5. RSM-Based Stochastic Gradient Procedures
6. Stochastic Approximation Methods with Changing Error Variances
Part V.Technical Applications

7. Approximation of the Probability of Failure/Survival in Plastic Structural Analysis and Optimal Plastic Design

DRM-restrictions

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Nyckelord: BUSINESS & ECONOMICS / Management Science BUS042000