Stochastic Programming

By: Kurt Marti (Editor), Peter Kall (Editor)

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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 have to be replaced by appropriate stochastic programs. 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.

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Types of Asymptotic Approximations for Normal Probability Integrals	p. 1
Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming	p. 8
Computation of Probability Functions and its Derivatives by means of Orthogonal Function Series Expansions	p. 22
Computer Support for Modeling in Stochastic Linear Programming	p. 54
Structural Design via Evolution Strategies	p. 71
On the Regularized Decomposition Method for Stochastic Programming Problems	p. 93
Multipoint Approximation Method for Structural Optimization Problems with Noisy Function Values	p. 109
Sequential Convex Programming Methods	p. 123
Target Costing: The Data Problem	p. 142
Statistical Characterization of Granular Assemblies	p. 177
On Stochastic Aspects of a Metal Cutting Problem	p. 196
Consideration of Stochastic Effects for Finding Optimal Layouts of Mechanical Structures	p. 210
Tolerance Dynamics for a High Precision Balance	p. 230
On Boundary-Initial Value Problem for Linear Hyperbolic Thermoelasticity Equations with Control of Temperature	p. 253
Optimal Trajectory Planning for Robots under the Consideration of Stochastic Parameters and Disturbances - Computation of an Efficient Open-Loop Strategy	p. 268
Performance Characteristics of OC Methods with Applications in Topology Design	p. 289
Stochastic Optimization Models for Machining Operations	p. 329
Table of Contents provided by Blackwell. All Rights Reserved.

Stochastic Programming

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Paperback

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