Stochastic Optimization: Numerical Methods and Technical Applications

by Kurt Marti (Editor)

Overview

This volume includes a selection of refereed papers presented at the GAMM/IFIP-Workshop on "Shastic
Optimization: Numerical Methods and Technical Applications",
held at the Federal Armed Forces University Munich,May 29 -
31, 1990. The objective of this meeting was to bring together scientists from Shastic Programming and from those Engineering areas, where Mathematical Programming models are common tools, as e. g. Optimal Structural Design,
Power Dispatch, Acid Rain Management etc. The first,
theoretical part includes the papers by S. D. Flam. H.
Niederreiter, E. Pl|chinger and R. Schultz. The second part on methods and applications contains the articles by N.
Baba, N. Gr|we and W. R|misch, J. Mayer, E. A. Mc Bean and
A. Vasarhelyi.

Product Details

ISBN-13:	9783540552253
Publisher:	Springer Berlin Heidelberg
Publication date:	04/08/1992
Series:	Lecture Notes in Economics and Mathematical Systems , #379
Edition description:	Softcover reprint of the original 1st ed. 1992
Pages:	182
Product dimensions:	6.69(w) x 9.61(h) x 0.02(d)

Table of Contents

I. Theoretical Results.- Finite Convergence in Shastic Programming.- Lattice Rules for Multiple Integration.- Limit Theorems on the Robbins-Monro Process for Different Variance Behaviors of the Shastic Gradient.- Continuity and Stability in Two-Stage Shastic Integer Programming.- II. Applications and Methods.- Three Approaches for Solving the Shastic Multiobjective Programming Problem.- A Shastic Programming Model for Optimal Power Dispatch: Stability and Numerical Treatment.- Computational Techniques for Probabilistic Constrained Optimization Problems.- Shastic Optimization in Acid Rain Management with Variable Meteorology.- Collapse Load Analysis and Optimal Design by Shasic Programming with Uncertainties of Loads.