Stochastic Programming: Numerical Techniques and Engineering Applications

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

• Publisher: Springer-Verlag Berlin Heidelberg
• Year: 1995
• Tongue: English
• Leaves: 360
• Series: Lecture Notes in Economics and Mathematical Systems 423
• Edition: 1
• Category: Library

✦ Synopsis

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.

✦ Table of Contents

Front Matter....Pages I-IX
Types of Asymptotic Approximations for Normal Probability Integrals....Pages 1-7
Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming....Pages 8-21
Computation of Probability Functions and its Derivatives by means of Orthogonal Function Series Expansions....Pages 22-53
Computer Support for Modeling in Stochastic Linear Programming....Pages 54-70
Structural Design via Evolution Strategies....Pages 71-92
On the Regularized Decomposition Method for Stochastic Programming Problems....Pages 93-108
Multipoint Approximation Method for Structural Optimization Problems with Noisy Function Values....Pages 109-122
Sequential Convex Programming Methods....Pages 123-141
Target Costing: The Data Problem....Pages 142-176
Statistical Characterization of Granular Assemblies....Pages 177-195
On Stochastic Aspects of a Metal Cutting Problem....Pages 196-209
Consideration of Stochastic Effects for Finding Optimal Layouts of Mechanical Structures....Pages 210-229
Tolerance Dynamics for a High Precision Balance....Pages 230-252
On Boundary — Initial Value Problem for Linear Hyperbolic Thermoelasticity Equations with Control of Temperature....Pages 253-267
Optimal Trajectory Planning for Robots under the Consideration of Stochastic Parameters and Disturbances — Computation of an Efficient Open-Loop Strategy....Pages 268-288
Performance Characteristics of OC Methods with Applications in Topology Design....Pages 289-328
Stochastic Optimization Models for Machining Operations....Pages 329-351

✦ Subjects

Operation Research/Decision Theory; Appl.Mathematics/Computational Methods of Engineering; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Economic Theory