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

  • Kurt Marti
  • Peter Kall
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 458)

Table of contents

  1. Front Matter
    Pages I-X
  2. Tutorial Papers

  3. Theoretical Models and Conceptual Methods

  4. Numerical Methods and Computer Support

About these proceedings

Introduction

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.

Keywords

Estimator Normal distribution Optimierung mittels sukzessive Approximation STATISTICA approximative optimization correlation linear optimization numerical optimization numerische Optimierung optimization stochastic optimization stochastic programming stochastische Optimierung

Editors and affiliations

  • Kurt Marti
    • 1
  • Peter Kall
    • 2
  1. 1.Fakultät für Luft- und RaumfahrttechnikUniversität der Bundeswehr MünchenNeubiberg/MünchenGermany
  2. 2.Institut für Operations ResearchUniversität ZürichZürichSwitzerland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-45767-8
  • Copyright Information Springer-Verlag Berlin Heidelberg 1998
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-63924-4
  • Online ISBN 978-3-642-45767-8
  • Series Print ISSN 0075-8442
  • About this book