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/M�nchen, German

by Kurt Marti (Editor), Peter Kall (Editor)

Overview

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 shastic optimization problems and applications to the reliability-based optimization of concrete technical or economic systems.

Product Details

ISBN-13:	9783540639244
Publisher:	Springer Berlin Heidelberg
Publication date:	04/24/1998
Series:	Lecture Notes in Economics and Mathematical Systems , #458
Edition description:	Softcover reprint of the original 1st ed. 1998
Pages:	437
Product dimensions:	6.10(w) x 9.25(h) x 0.04(d)

Table of Contents

I. Tutorial Papers.- Bounds for and Approximations to Shastic Linear Programs with Recourse — Tutorial.- Optimal Power Generation under Uncertainty via Shastic Programming.- Position and Controller Optimization for Robotic Parts Mating.- Some Basic Principles of Reliability-Based Optimization (RBO) of Structures and Mechanical Components.- II. Theoretical Models and Conceptual Methods.- Shastic Optimization Approach to Dynamic Problems with Jump Changing Structure.- Reflections on Robust Optimization.- On Constrained Discontinuous Optimization.- On the Equivalence in Shastic Programming with Probability and Quantile Objectives.- A Note on Multifonctions in Shastic Programming.- Approximation to Extremum Problems with Probability Cost Functionals.- Global Optimization of Probabilities by the Shastic Branch and Bound Method.- Robust Stability of Interval Matrices: a Shastic Approach.- A Note on Preprocessing via Fourier-Motzkin Elimination in Two-Stage Shastic Programming.- Bounds for the Reliability of k-out-of-connected-(r,s)-from-(m,n): F Lattice Systems.- On a Relation between Problems of Calculus of Variations and Mathematical Programming.- III. Numerical Methods and Computer Support.- Parameter Sensitivity of Deterministic and Shastic Search Methods.- Regression Estimators related to Multinormal Distributions: Computer Experiences in Root Finding.- Some Aspects of Algorithmic Differentiation of Ordinary Differential Equations.- Refinement Issues in Shastic Multistage Linear Programming.- On Solving Shastic Linear Programming Problems.- IV. Technical Applications.- On an ON/OFF Type Source with Long Range Correlations.- Optimization Methods in Structural Reliability.- Mathematical Aspects of the Boundary Initial Value Problems forThermoelasticity Theory of Non-simple Materials with Control for Temperature.- Shastic Trajectory Planning for Manutec r3 with Random Payload.- Implementation of the Response Surface Method (RSM) for Shastic Structural Optimization Problems.- Optimization of an Engine Air Intake System for Minimum Noise Transmission using Function Approximation Concepts.- Shastic Structural Optimization of Powertrain Mounting Systems with Dynamic Constraints.