Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Stochastic Optimization Methods

Stochastic Optimization Methods

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783031400582
Condition
New
Product Description

This book examines optimization problems that in practice involve random model parameters. It outlines the computation of robust optimal solutions, i.e., optimal solutions that are insensitive 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 corresponding deterministic problems. Due to the probabilities and expectations involved, the book also shows how to apply approximative solution techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures, and differentiation formulas for probabilities and expectations. The fourth edition of this classic text has been carefully and thoroughly revised. It includes new chapters on the solution of stochastic linear programs by discretization of the underlying probability distribution, and on solving deterministic optimization problems by means of controlled random search methods and multiple random search procedures. It also presents a new application of stochastic optimization methods to machine learning problems with different loss functions. For the computation of optimal feedback controls under stochastic uncertainty, besides the open-loop feedback procedures, a new method based on Taylor expansions with respect to the gain parameters is presented. The book is intended for researchers and graduate students who are interested in stochastics, stochastic optimization, and control. It will also benefit professionals and practitioners whose work involves technical, economicand/or operations research problems under stochastic uncertainty.

Available Colors
Available Sizes
1 Offer Price Range: $119.00 - $119.00
BEST PRICE

Single Product Purchase

$119.00
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$119.00 $119.00

$119.00
See Site In stock Visit Store

Similar Products

Geldanlage und Steuer 2010

$59.99

BASIC im Bau- und Vermessungswesen

$59.99

Advanced Techniques for Surface Engineering

$219.99

Kasparov versus Deep Blue

$29.99

Psychoneuroendocrine Dysfunction

$39.99

Peer-to-Peer-Netzwerke

$39.99

Teachers Professional Development on Problem Solving

$39.99

Peppa Pig-Scholastic Reader! Level 1: Movie Night

$4.49

Spectral Approach to Transport Problems in Two-Dimensional Disordered Lattices

$109.99

Magnetismus Elektromagnetisches Feld

$59.99

Die Wiederentdeckung der Vereinten Nationen

$59.99

Die Strassenbahnen in den Vereinigten Staaten von Amerika

$49.99

The Linguistic Landscape of the Mediterranean

$129.99

Comprehensive Treatise of Electrochemistry

$84.99

Time Dependent Constitutive Behavior and Fracture/Failure Processes, Volume 3

$169.00

Romancing Jane Austen

$39.99

Produktion und Absatz

$19.99

Practical Java Machine Learning

$49.99

Das Neugeborene in forensischer Hinsicht

$69.99

Introduction to Statistics and Data Analysis

$99.99

Video-Based Surveillance Systems

$219.99

Information and Communication Technology for Sustainable Development

$219.99

The Evolution of Macroeconomic Theory and Policy

$79.99

Digital PCR

$329.99

Introduction to Engineering

$19.99

Trainer-Manual - Aktiv und sicher durchs Leben mit dem LiFE Programm

$29.99

Complex and Revision Shoulder Arthroplasty

$139.99

Theoretical Computer Science

$64.99

Mental Models and Their Dynamics, Adaptation, and Control

$199.99

From Differential Geometry to Non-commutative Geometry and Topology

$159.99

Object-Oriented Programming in Oberon-2

$54.99

The Gentleman's Guide to Vice and Virtue (Montague Siblings Series #1) by Mackenzi Lee

$12.99

Next-Generation Wireless Technologies

$84.99

Hummingbird (Hardcover)

$13.49

Der Beteiligungsvertrag

$17.99

Every Little Thing

$5.21

Keyboard, Graphic and Handwriting Skills

$54.99

Informatikforschung in Deutschland

$29.99

Value Functions on Simple Algebras, and Associated Graded Rings

$109.99

High-Frequency GaN Electronic Devices

$199.99