Mendeley出力
＜図書＞
Stochastic optimization methods
| 責任表示 | Kurt Marti |
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| データ種別 | 図書 |
| 出版情報 | Berlin : Springer , c2005 |
| 本文言語 | 英語 |
| 大きさ | xiii, 314 p. : ill. ; 24 cm |
| 概要 | Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variati...ns, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given. Book jacket.続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6946869 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | MART/40/2 | 2005 |
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023212005002872 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [301]-308) and index |
|---|---|
| 著者標目 | *Marti, Kurt, 1943- |
| 書誌ID | 1001222776 |
| ISBN | 3540222723 |
| NCID | BA69348409 |
| 巻冊次 | ISBN:3540222723 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |