MARC details
| 000 -LEADER |
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| fixed length control field |
02687nmm a22002895i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20230705150649.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
100301s2008 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783540794585 |
| -- |
978-3-540-79458-5 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
658.403 |
| Edition number |
23 |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Marti, Kurt. |
| 9 (RLIN) |
21123 |
| 245 ## - TITLE STATEMENT |
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| Title |
Stochastic Optimization Methods |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
by Kurt Marti. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. 2008. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
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| Place of publication, distribution, etc. |
Berlin, Heidelberg : |
| Name of publisher, distributor, etc. |
Springer Berlin Heidelberg : |
| -- |
Imprint: Springer, |
| Date of publication, distribution, etc. |
2008. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XIII, 340 p. |
| Other physical details |
online resource. |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Basic Stochastic Optimization Methods -- Decision/Control Under Stochastic Uncertainty -- Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty -- Differentiation Methods -- Differentiation Methods for Probability and Risk Functions -- Deterministic Descent Directions -- Deterministic Descent Directions and Efficient Points -- Semi-Stochastic Approximation Methods -- RSM-Based Stochastic Gradient Procedures -- Stochastic Approximation Methods with Changing Error Variances -- Reliability Analysis of Structures/Systems -- Computation of Probabilities of Survival/Failure by Means of Piecewise Linearization of the State Function. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Operations research. |
| 9 (RLIN) |
21124 |
|
|---|
| Topical term or geographic name entry element |
Mathematical optimization. |
| 9 (RLIN) |
21125 |
|
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| Topical term or geographic name entry element |
Engineering. |
| 9 (RLIN) |
21126 |
|
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| Topical term or geographic name entry element |
Computational intelligence. |
| 9 (RLIN) |
21127 |
|
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| Topical term or geographic name entry element |
Operations Research and Decision Theory. |
| 9 (RLIN) |
21128 |
|
|---|
| Topical term or geographic name entry element |
Optimization. |
| 9 (RLIN) |
21129 |
|
|---|
| Topical term or geographic name entry element |
Technology and Engineering. |
| 9 (RLIN) |
21130 |
|
|---|
| Topical term or geographic name entry element |
Computational Intelligence. |
| 9 (RLIN) |
21131 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://doi.org/10.1007/978-3-540-79458-5">https://doi.org/10.1007/978-3-540-79458-5</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
e-Book |
