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Stochastic Optimization Methods: Applications in Engineering and Operations Research

Kurt Marti




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 | #2837042 in eBooks |  2015-02-21 |  2015-02-21 | File type: PDF

|| ||“The considered book presents a mathematical analysis of the stochastic models of important applied optimization problems. … presents detailed methods to solve these problems, rigorously proves their properties, and uses examples to illustrate th

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into app...

You easily download any file type for your device.Stochastic Optimization Methods: Applications in Engineering and Operations Research   |  Kurt Marti. Which are the reasons I like to read books. Great story by a great author.

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