This volume includes a selection of refereed papers presented at the GAMM/IFIP-Workshop "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, for example, optimal structural design, power dispatch, acid rain management and so on. The first, theoretical part includes papers by S.D. Flam, H. Niederreiter, E. Plochinger and R. Schultz. The second part, on methods and applications, contains articles by N. Baba, N. Groewe and W. Roemisch, J. Mayer, E.A. McBean and A. Vasarhelyi.
I. Theoretical Results.- Finite Convergence in Stochastic Programming.- Lattice Rules for Multiple Integration.- Limit Theorems on the Robbins-Monro Process for Different Variance Behaviors of the Stochastic Gradient.- Continuity and Stability in Two-Stage Stochastic Integer Programming.- II. Applications and Methods.- Three Approaches for Solving the Stochastic Multiobjective Programming Problem.- A Stochastic Programming Model for Optimal Power Dispatch: Stability and Numerical Treatment.- Computational Techniques for Probabilistic Constrained Optimization Problems.- Stochastic Optimization in Acid Rain Management with Variable Meteorology.- Collapse Load Analysis and Optimal Design by Stochasic Programming with Uncertainties of Loads.
Series: Lecture Notes in Computer Science
Number Of Pages: 182
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 24.41 x 16.99
Weight (kg): 0.32