Stochastic Programming: Numerical Techniques and Engineering Applications

by Kurt Marti (Editor), Peter Kall (Editor)

Overview

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known shastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs have to be replaced by appropriate shastic programs. New theoretical insight into several branches of reliability-oriented optimization of shastic systems, new computational approaches and technical/economic applications of shastic programming methods can be found in this volume.

Product Details

ISBN-13:	9783540589969
Publisher:	Springer Berlin Heidelberg
Publication date:	06/08/1995
Series:	Lecture Notes in Economics and Mathematical Systems , #423
Edition description:	1995
Pages:	351
Product dimensions:	5.51(w) x 8.50(h) x (d)

Table of 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 Shastic 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 Shastic Linear Programming.- Structural Design via Evolution Strategies.- On the Regularized Decomposition Method for Shastic Programming 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 Shastic Aspects of a Metal Cutting Problem.- Consideration of Shastic 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.