Optimization under stochastic uncertainty : methods, control and random search methods

Optimization under stochastic uncertainty : methods, control and random search methods / Kurt Marti.

This book examines application and methods to incorporating stochastic parameter variations into the optimization process to decrease expense in corrective measures. Basic types of deterministic substitute problems occurring mostly in practice involve i) minimization of the expected primary costs su...

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Bibliographic Details
Main Author: Marti, Kurt, 1943- (Author)
Format: eBook
Language:English
Published: Cham, Switzerland : Springer, [2020]
Series:International series in operations research & management science ; 296.
Subjects:
Operations research.
Stochastic processes.
Mathematical optimization.
Stochastic processes
Mathematical optimization
Operations research
Electronic books.
Online Access:Click for online access
Table of Contents:
  • 1. Optimal Control under Stochastic Uncertainty
  • 2. Stochastic Optimization of Regulators
  • 3. Optimal Open-Loop Control of Dynamic Systems under Stochastic Uncertainty
  • 4. Construction of feedback control by means of homotopy methods
  • 5. Constructions of Limit State Functions
  • 6. Random Search Procedures for Global Optimization
  • 7. Controlled Random Search under Uncertainty
  • 8. Controlled Random Search Procedures for Global Optimization
  • 9. Mathematical Model of Random Search Methods and Elementary Properties
  • 10. Special Random Search Methods
  • 11. Accessibility Theorems
  • 12. Convergence Theorems
  • 13. Convergence of Stationary Random Search Methods for Positive Success Probability
  • 14. Random Search Methods of convergence order 0(n-a)
  • 15. Random Search Methods with a Linear Rate of Convergence
  • 16. Success/Failure-driven Random Direction Procedures
  • 17. Hybrid Methods
  • 18. Solving optimization problems under stochastic uncertainty by Random Search Methods (RSM).

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