3540222723
IR
E-1719
انگلیسی
IR
Stochastic optimization method
[Book]
/ Kurt Marti
Berlin ;New York
: Springer,
, c2005.
xiii, 314 p. , ill. , 25 cm.
Print
Includes bibliographical references (p. [301]-308) and index.
Pt. 1. Basic stochastic optimization methods -- Decision/control under stochastic uncertainty -- Deterministic substitute problems in optimal decision under stochastic uncertainty -- Pt. 2. Differentiation methods -- Differentiation methods for probability and risk functions -- Pt. 3. Deterministic descent directions -- Deterministic descent directions and efficient points -- Pt. 4. Semi-stochastic approximation methods -- RSM-based stochastic gradient procedures -- Stochastic approximation methods with changing error variances -- Pt. 5. Technical applications -- Approximation of the probability of failure/survival in plastic structural analysis and optimal plastic design -- Appendixes: A. Sequences, series and products -- B. Convergence theorems for stochastic sequences -- C. Tools from matrix calculus.
Stochastic processes
Mathematical optimization
Marti, Kurt,1943-
ایران
old catalog
p
BL
1
a
Y
