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008 | 150903s2005 gw | o |||| 0|eng d | ||
020 |
_a9783540268482 _99783540268482 |
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024 | 7 |
_a10.1007/b138181 _2doi |
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035 | _avtls000346742 | ||
039 | 9 |
_a201509030401 _bVLOAD _c201405070510 _dVLOAD _y201402070904 _zstaff |
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_aMX-SnUAN _bspa _cMX-SnUAN _erda |
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050 | 4 | _aHD30.23 | |
100 | 1 |
_aMarti, Kurt. _eautor _9326896 |
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245 | 1 | 0 |
_aStochastic Optimization Methods / _cby Kurt Marti. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2005. |
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300 |
_axiii, 314 páginas 14 ilustraciones _brecurso en línea. |
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336 |
_atexto _btxt _2rdacontent |
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337 |
_acomputadora _bc _2rdamedia |
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_arecurso en línea _bcr _2rdacarrier |
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_aarchivo de texto _bPDF _2rda |
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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 |
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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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