Stochastic Optimization Methods: Edition 2
ΠΌΠ°Ρ 2008. Β· Springer Science & Business Media
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Π‘ΡΡΠ°Π½ΠΈΡΠ°
reportΠΡΠ΅Π½Π΅ ΠΈ ΡΠ΅ΡΠ΅Π½Π·ΠΈΡΠ΅ Π½ΠΈΡΡ Π²Π΅ΡΠΈΡΠΈΠΊΠΎΠ²Π°Π½Π΅ Β Π‘Π°Π·Π½Π°ΡΡΠ΅ Π²ΠΈΡΠ΅
Π ΠΎΠ²ΠΎΡ Π΅-ΠΊΡΠΈΠ·ΠΈ
Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insenistive with respect to random parameter variations, 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 appropriate deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. 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, differentiation formulas for probabilities and expectations.
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Π Π°ΡΡΠΎΡΡ
Dr. Kurt Marti is a full Professor of Engineering Mathematics at the βFederal Armed Forces University of Munichβ. He is Chairman of the IFIP-Working Group 7.7 on βStochastic Optimizationβ and has been Chairman of the GAMM-Special Interest Group βApplied Stochastics and Optimizationβ. Professor Marti has published several books, both in German and in English, and he is author of more than 160 papers in refereed journals.
ΠΡΠ΅Π½ΠΈΡΠ΅ ΠΎΠ²Ρ Π΅-ΠΊΡΠΈΠ³Ρ
ΠΠ°Π²ΠΈΡΠ΅ Π½Π°ΠΌ ΡΠ²ΠΎΡΠ΅ ΠΌΠΈΡΡΠ΅ΡΠ΅.
ΠΠ½ΡΠΎΡΠΌΠ°ΡΠΈΡΠ΅ ΠΎ ΡΠΈΡΠ°ΡΡ
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ΠΠ°ΠΏΡΠΎΠΏΠΎΠ²ΠΈ ΠΈ ΡΠ°ΡΡΠ½Π°ΡΠΈ
ΠΠΎΠΆΠ΅ΡΠ΅ Π΄Π° ΡΠ»ΡΡΠ°ΡΠ΅ Π°ΡΠ΄ΠΈΠΎ-ΠΊΡΠΈΠ³Π΅ ΠΊΡΠΏΡΠ΅Π½Π΅ Π½Π° Google Play-Ρ ΠΏΠΎΠΌΠΎΡΡ Π²Π΅Π±-ΠΏΡΠ΅Π³Π»Π΅Π΄Π°ΡΠ° Π½Π° ΡΠ°ΡΡΠ½Π°ΡΡ.
Π-ΡΠΈΡΠ°ΡΠΈ ΠΈ Π΄ΡΡΠ³ΠΈ ΡΡΠ΅ΡΠ°ΡΠΈ
ΠΠ° Π±ΠΈΡΡΠ΅ ΡΠΈΡΠ°Π»ΠΈ Π½Π° ΡΡΠ΅ΡΠ°ΡΠΈΠΌΠ° ΠΊΠΎΡΠ΅ ΠΊΠΎΡΠΈΡΡΠ΅ Π΅-ΠΌΠ°ΡΡΠΈΠ»ΠΎ, ΠΊΠ°ΠΎ ΡΡΠΎ ΡΡ Kobo Π΅-ΡΠΈΡΠ°ΡΠΈ, ΡΡΠ΅Π±Π° Π΄Π° ΠΏΡΠ΅ΡΠ·ΠΌΠ΅ΡΠ΅ ΡΠ°ΡΠ» ΠΈ ΠΏΡΠ΅Π½Π΅ΡΠ΅ΡΠ΅ Π³Π° Π½Π° ΡΡΠ΅ΡΠ°Ρ. ΠΡΠ°ΡΠΈΡΠ΅ Π΄Π΅ΡΠ°ΡΠ½Π° ΡΠΏΡΡΡΡΠ²Π° ΠΈΠ· ΡΠ΅Π½ΡΡΠ° Π·Π° ΠΏΠΎΠΌΠΎΡ Π΄Π° Π±ΠΈΡΡΠ΅ ΠΏΡΠ΅Π½Π΅Π»ΠΈ ΡΠ°ΡΠ»ΠΎΠ²Π΅ Ρ ΠΏΠΎΠ΄ΡΠΆΠ°Π½Π΅ Π΅-ΡΠΈΡΠ°ΡΠ΅.
