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008 150903s2005 gw | o |||| 0|eng d
020 _a9783540268482
_99783540268482
024 7 _a10.1007/b138181
_2doi
035 _avtls000346742
039 9 _a201509030401
_bVLOAD
_c201405070510
_dVLOAD
_y201402070904
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHD30.23
100 1 _aMarti, Kurt.
_eautor
_9326896
245 1 0 _aStochastic Optimization Methods /
_cby Kurt Marti.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2005.
300 _axiii, 314 páginas 14 ilustraciones
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aBasic Stochastic Optimization Methods -- Decision/Control Under Stochastic Uncertainty -- Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty -- Differentiation Methods -- Differentiation Methods for Probability and Risk Functions -- Deterministic Descent Directions -- Deterministic Descent Directions and Efficient Points -- Semi-Stochastic Approximation Methods -- RSM-Based Stochastic Gradient Procedures -- Stochastic Approximation Methods with Changing Error Variances -- Technical Applications -- Approximation of the Probability of Failure/Survival in Plastic Structural Analysis and Optimal Plastic Design.
520 _aOptimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540222729
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/b138181
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c293866
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