Numerical Techniques for Stochastic Optimization PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Numerical Techniques for Stochastic Optimization PDF full book. Access full book title Numerical Techniques for Stochastic Optimization by I︠U︡riĭ Mikhaĭlovich Ermolʹev. Download full books in PDF and EPUB format.
Author: I︠U︡riĭ Mikhaĭlovich Ermolʹev
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 608
Get Book Here
Book Description
Author: I︠U︡riĭ Mikhaĭlovich Ermolʹev
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 608
Get Book Here
Book Description
Author: Yuri Ermoliev
Publisher: Springer
ISBN: 9783642613708
Category : Mathematics
Languages : en
Pages : 0
Get Book Here
Book Description
Rapid changes in today's environment emphasize the need for models and meth ods capable of dealing with the uncertainty inherent in virtually all systems re lated to economics, meteorology, demography, ecology, etc. Systems involving interactions between man, nature and technology are subject to disturbances which may be unlike anything which has been experienced in the past. In the technological revolution increases uncertainty-as each new stage particular, perturbs existing knowledge of structures, limitations and constraints. At the same time, many systems are often too complex to allow for precise measure ment of the parameters or the state of the system. Uncertainty, nonstationarity, disequilibrium are pervasivE' characteristics of most modern systems. In order to manage such situations (or to survive in such an environment) we must develop systems which can facilitate oar response to uncertainty and changing conditions. In our individual behavior we often follow guidelines that are conditioned by the need to be prepared for all (likely) eventualities: insur ance, wearing seat·belts, savings versus investments, annual medical check.ups, even keeping an umbrella at the office, etc. One can identify two major types of mechanisms: the short term adaptive adjustments (defensive driving, mar keting, inventory control, etc.) that are made after making some observations of the system's parameters, and the long term anticipative actions (engineer ing design, policy setting, allocation of resources, investment strategies, etc.).
Author: Harold Kushner
Publisher: Springer Science & Business Media
ISBN: 146130007X
Category : Mathematics
Languages : en
Pages : 480
Get Book Here
Book Description
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.
Author: Yuri Ermoliev
Publisher:
ISBN:
Category :
Languages : en
Pages : 51
Get Book Here
Book Description
Author: Kurt Marti
Publisher: Springer Science & Business Media
ISBN: 3642882676
Category : Business & Economics
Languages : en
Pages : 189
Get Book Here
Book Description
This volume includes a selection of refereed papers presented at the GAMM/IFIP-Workshop on "Stochastic 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 Stochastic 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. Poechinger and R. Schultz. The second part on methods and applications contains the articles by N. Baba, N. Grwe and W. Roemisch, J. Mayer, E. A. Mc Bean and A. Vasarhelyi.
Author: Kurt Marti
Publisher: Springer
ISBN:
Category : Business & Economics
Languages : en
Pages : 372
Get Book Here
Book Description
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
Author: Jorge Nocedal
Publisher: Springer Science & Business Media
ISBN: 0387400656
Category : Mathematics
Languages : en
Pages : 686
Get Book Here
Book Description
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.
Author: Kurt Marti
Publisher: Springer Science & Business Media
ISBN: 3642882722
Category : Business & Economics
Languages : en
Pages : 360
Get Book Here
Book Description
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.
Author: Song Miao
Publisher:
ISBN:
Category :
Languages : en
Pages : 164
Get Book Here
Book Description
Author: Johannes Schneider
Publisher: Springer Science & Business Media
ISBN: 3540345604
Category : Computers
Languages : en
Pages : 551
Get Book Here
Book Description
This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about stochastic optimization techniques and how to use them.
