Stochastic Modeling and Optimization, David D. Yao; Hanqin Zhang; Xun Yu Zhou
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: Anatoly Zhigljavsky; Antanas ?ilinskas Название: Stochastic Global Optimization ISBN: 1441944850 ISBN-13(EAN): 9781441944856 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; some of the topics include an introduction to global random search, statistical inference, several associated random search algorithms, and various approaches to statistical models.
Описание: Optimization problems whose constraints involve partial differential equations (PDEs) are relevant in many areas of technical, industrial, and economic app- cations. At the same time, they pose challenging mathematical research problems in numerical analysis and optimization. The present text is among the ?rst in the research literature addressing stochastic uncertainty in the context of PDE constrained optimization. The focus is on shape optimization for elastic bodies under stochastic loading. Analogies to ?nite dim- sional two-stage stochastic programming drive the treatment, with shapes taking the role of nonanticipative decisions.The main results concern level set-based s- chastic shape optimization with gradient methods involving shape and topological derivatives. The special structure of the elasticity PDE enables the numerical - lution of stochastic shape optimization problems with an arbitrary number of s- narios without increasing the computational effort signi?cantly. Both risk neutral and risk averse models are investigated. This monograph is based on a doctoral dissertation prepared during 2004-2008 at the Chair of Discrete Mathematics and Optimization in the Department of Ma- ematics of the University of Duisburg-Essen. The work was supported by the Deutsche Forschungsgemeinschaft (DFG) within the Priority Program "Optimi- tion with Partial Differential Equations." Rudiger Schultz Acknowledgments I owe a great deal to my supervisors, colleagues, and friends who have always supported, encouraged, andenlightenedmethroughtheirownresearch, comments, and questions.
Автор: Marida Bertocchi; Giorgio Consigli; Michael A. H. Название: Stochastic Optimization Methods in Finance and Energy ISBN: 1461430275 ISBN-13(EAN): 9781461430278 Издательство: Springer Рейтинг: Цена: 30606.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. Coverage also extends to theoretical and computational issues.
Автор: Marti, Kurt Название: Stochastic optimization methods ISBN: 3662500124 ISBN-13(EAN): 9783662500125 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Optimization Methods.- Optimal Control Under Stochastic Uncertainty.- Stochastic Optimal Open-Loop Feedback Control.- Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC).- Optimal Design of Regulators.- Expected Total Cost Minimum Design of Plane Frames.- Stochastic Structural Optimization with Quadratic Loss Functions.- Maximum Entropy Techniques.
Описание: Nikolas Zoller examines the working principles and the underlying theoretical foundations of a microscopic heat engine. In particular, he investigates the system`s stochastic dynamics in the underdamped regime which has hardly been studied in the past, but will be experimentally feasible in the near future due to recent technological developments.
Автор: Pablo Azcue; Nora Muler Название: Stochastic Optimization in Insurance ISBN: 1493909940 ISBN-13(EAN): 9781493909940 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance.
Описание: This volume originates from two workshops, both focusing on themes that are reflected in the title of the volume. The first workshop took place at Eindhoven University of Technology, April 24-26, 2001, on the occasion of the University granting a doctorate honoris causa to Profes- sor John A.
Автор: Panos M. Pardalos; Anatoly Zhigljavsky; Julius ?il Название: Advances in Stochastic and Deterministic Global Optimization ISBN: 3319299735 ISBN-13(EAN): 9783319299730 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive facility location. Graduate students, researchers, and scientists in computer science, numerical analysis, optimization, and applied mathematics will be fascinated by the theoretical, computational, and application-oriented aspects of stochastic and deterministic global optimization explored in this book.
This volume is dedicated to the 70th birthday of Antanas ?ilinskas who is a leading world expert in global optimization. Professor ?ilinskas's research has concentrated on studying models for the objective function, the development and implementation of efficient algorithms for global optimization with single and multiple objectives, and application of algorithms for solving real-world practical problems.
Автор: Georg Ch. Pflug; Alois Pichler Название: Multistage Stochastic Optimization ISBN: 3319088424 ISBN-13(EAN): 9783319088426 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas.
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