Stochastic optimization techniques : numerical methods and technical applications /
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| Imprint: | Berlin ; New York : Springer, 2002. |
|---|---|
| Description: | viii, 364 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | Lecture notes in economics and mathematical systems, 0075-8450 ; 513 Lecture notes in economics and mathematical systems 513. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4566287 |
Table of Contents:
- Part I. Theoretical Models and Conceptual Methods
- Structure and Stability of Programs with Probabilistic Storage Level Constraints
- Discrete Approximation of Extremum Problems with Chance Constraints
- Robust Optimal Design: A Stochastic Optimization Problem
- Part II. Numerical Methods and Computer Support
- Numerical Determination of Response Surface Points with
- Minimal Absolute Value for a Lower Bound Estimate of Multi- normal Integrals - Gradient Algorithms and their Convergence
- Quickly Computable Bounds on the Probability of a Union
- Successive Regression Approximations
- Improved Bounds on the Reliability of the Consecutive ¿-out-of-¿-from-n: F System
- Quasi-Gradient Algorithms for Maximization of the Probability Function. A New Formula for the Gradient of the Probability Function
- Part III. Technical Applications
- Stochastic Model of Mobile Communication System
- Stochastic Real-time Control of Robots by Means of Neural Networks
- Process Oriented Robot Optimization
- Stochastic Multistage Programming in the Operation and Management of a Power System
- Reliability-Based Optimization Using Approximate Methods
- Initial-boundary Value Problem for the Stochastic Equation of Thermoelasticity Theory
- Limit and Shakedown Analysis with Uncertain Data
- Optimized Failure Probability of Steel Structures Using Simulated Annealing
- Application of the Quantile Optimization to Bond Portfolio Selection
- Comparison of Gradient-ree Optimizers in Structural Reliability Analysis
- Optimization of a New Tele Robot
- A Stochastic Linear Programming Approach in Topology and Material Optimization