Stochastic Optimization: Numerical Methods and Technical Applications

✍ Scribed by Sjur D. Flåm (auth.), Prof. Dr. Kurt Marti (eds.)

Publisher: Springer-Verlag Berlin Heidelberg
Year: 1992
Tongue: English
Leaves: 188
Series: Lecture Notes in Economics and Mathematical Systems 379
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This volume includes a selection of refereed papers presented at the GAMM/IFIP-Workshop on "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, as e. g. Optimal Structural Design, Power Dispatch, Acid Rain Management etc. The first, theoretical part includes the papers by S. D. Flam. H. Niederreiter, E. Pl|chinger and R. Schultz. The second part on methods and applications contains the articles by N. Baba, N. Gr|we and W. R|misch, J. Mayer, E. A. Mc Bean and A. Vasarhelyi.

✦ Table of Contents

Front Matter....Pages I-VII
Finite Convergence in Stochastic Programming....Pages 1-14
Lattice Rules for Multiple Integration....Pages 15-26
Limit theorems on the Robbins-Monro process for different variance behaviors of the stochastic gradient....Pages 27-80
Continuity and Stability in Two-Stage Stochastic Integer Programming....Pages 81-92
Three Approaches for Solving the Stochastic Multiobjective Programming Problem....Pages 93-109
A Stochastic Programming Model for Optimal Power Dispatch: Stability and Numerical Treatment....Pages 111-139
Computational Techniques for Probabilistic Constrained Optimization Problems....Pages 141-164
Stochastic Optimization in Acid Rain Management with Variable Meteorology....Pages 165-172
Collapse Load Analysis and Optimal Design by Stochasic Programming with Uncertainties of Loads....Pages 173-182
Back Matter....Pages 183-184

✦ Subjects

Economic Theory; Operations Research/Decision Theory; Numerical Analysis; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization

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