Stochastic Programming
| Stochastic Programming Marti, Kurt, Kall, Peter Numerical Techniques and Engineering Applications Proceedings of the 2nd GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications" held at the Federal Armed Forces University, Munich, Neubiberg/München, Germany, June 15-17, 1993 Band 423 1995, IX, 351 pp., Softcover ISBN 3-540-58996-1 |
New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.
Contents:
From the contents: Theoretical Models: Types of Asymptotic Approximations for Normal Probability Integrals.- Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming.- Numerical Methods and Computer Support: Computation of Probability Functions and its Dervatives by means of Orthogonal Function Series Expansions.- Computer Support for Modeling in Stochastic Lming Problems.- Multipoint Approximation Method for Structural Optimization Problems with Noisy Function Values.- Sequential Convex Programming Methods.- Engineering Applications: Target Costing: The Data Problem.- Statistical Characterization of Granular Assemblies.- On Stochastic Aspects of a Metal Cutting Problem.- Consideration of Stochastic Effects for Finding Optimal Layouts of Mechanical Structures.- Tolerance Dynamics for a High Precision Balance.- On Boundary-Initial Value Problem for Linear Hyperbolic Thermoelasticity Equations with Control of Temperature.
Written for:
Researchers
