Stochastic Programming Methods and Technical Applications: Proceedings of the 3rd GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods ... University Munich, Neubiberg/München, Germany

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

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.

448 pages, Paperback

First published May 1, 1992

About the author

Kurt Marti was a Swiss theologian and poet. His poetry often has theological and religious aspects to it. He is also known for dialect literature said to have intellectual quality.