Stochastic Programming Methods and Technical Applications: Proceedings of the 3rd GAMM/IFIP-Workshop on “Stochastic Optimization: Numerical Methods and Technical Applications” held at the Federal Armed Forces University Munich, Neubiberg/München, Germany, June 17–20, 1996

✍ Scribed by P. Kall (auth.), Prof. Dr. Kurt Marti, Prof. Dr. Peter Kall (eds.)

• Publisher: Springer-Verlag Berlin Heidelberg
• Year: 1998
• Tongue: English
• Leaves: 447
• Series: Lecture Notes in Economics and Mathematical Systems 458
• Edition: 1
• Category: Library

✦ Synopsis

Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical information about the random parameters should be considered already at the planning phase. The original problem with random parameters must be replaced by an appropriate deterministic substitute problem, and efficient numerical solution or approximation techniques have to be developed for those problems. This proceedings volume contains a selection of papers on modelling techniques, approximation methods, numerical solution procedures for stochastic optimization problems and applications to the reliability-based optimization of concrete technical or economic systems.

✦ Table of Contents

Front Matter....Pages I-X
Bounds for and Approximations to Stochastic Linear Programs with Recourse — Tutorial —....Pages 1-21
Optimal Power Generation under Uncertainty via Stochastic Programming....Pages 22-56
Position and Controller Optimization for Robotic Parts Mating....Pages 57-79
Some Basic Principles of Reliability-Based Optimization (RBO) of Structures and Mechanical Components....Pages 80-103
Stochastic Optimization Approach to Dynamic Problems with Jump Changing Structure....Pages 104-110
Reflections on Robust Optimization....Pages 111-127
On Constrained Discontinuous Optimization....Pages 128-144
On the Equivalence in Stochastic Programming with Probability and Quantile Objectives....Pages 145-153
A Note on Multifunctions in Stochastic Programming....Pages 154-168
Approximation of Extremum Problems with Probability Cost Functionals....Pages 169-185
Global Optimization of Probabilities by the Stochastic Branch and Bound Method....Pages 186-201
Robust Stability of Interval Matrices: a Stochastic Approach....Pages 202-207
A Note on Preprocessing via Fourier-Motzkin Elimination in Two-Stage Stochastic Programming....Pages 208-222
Bounds for the Reliability of k-out-of-connected-(r,s)-from-(m,n):F Lattice Systems....Pages 223-237
On a Relation between Problems of Calculus of Variations and Mathematical Programming....Pages 238-248
Parameter Sensitivity of Deterministic and Stochastic Search Methods....Pages 249-278
Regression Estimators Related to Multinormal Distributions: Computer Experiences in Root Finding....Pages 279-293
Some Aspects of Algorithmic Differentiation of Ordinary Differential Equations....Pages 294-304
Refinement Issues in Stochastic Multistage Linear Programming....Pages 305-328
On Solving Stochastic Linear Programming Problems....Pages 329-344
On an On/Off Type Source with Long Range Correlations....Pages 345-358
Optimization Methods in Structural Reliability....Pages 359-369
Mathematical Aspects of the Boundary Initial Value Problems for Thermoelasticity Theory of Non-simple Materials with Control for Temperature....Pages 370-381
Stochastic Trajectory Planning for Manutec r3 with Random Payload....Pages 382-393
Implementation of the Response Surface Method (RSM) for Stochastic Structural Optimization Problems....Pages 394-409
Optimization of an Engine Air Intake System for Minimum Noise Tansmission Using Function Approximation Concepts....Pages 410-423
Stochastic Structural Optimization of Powertrain Mounting Systems with Dynamic Constraints....Pages 424-437

✦ Subjects

Operations Research/Decision Theory; Calculus of Variations and Optimal Control; Optimization