Stochastic programming [electronic resource] : numerical techniques and engineering applications : 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 / Kurt Marti, Peter Kall, eds.

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs hav...

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Bibliographic Details
Online Access: Full Text (via Springer)
Corporate Author: GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications" Hochschule der Bundeswehr München
Other Authors: Marti, Kurt, 1943-, Kall, Peter
Format: Electronic Conference Proceeding eBook
Language:English
Published: Berlin ; New York : Springer, ©1995.
Series:Lecture notes in economics and mathematical systems ; 423.
Subjects:
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 Stochastic 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 Stochastic Linear Programming
  • Structural Design via Evolution Strategies
  • On the Regularized Decomposition Method for Stochastic 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 Stochastic Aspects of a Metal Cutting Problem
  • Consideration of Stochastic 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.