Kurt Marti: Optimization Under Stochastic Uncertainty, Kartoniert / Broschiert
Optimization Under Stochastic Uncertainty
- Methods, Control and Random Search Methods
(soweit verfügbar beim Lieferanten)
- Verlag:
- Springer Nature Switzerland, 11/2021
- Einband:
- Kartoniert / Broschiert, Paperback
- Sprache:
- Englisch
- ISBN-13:
- 9783030556648
- Artikelnummer:
- 10781195
- Umfang:
- 408 Seiten
- Nummer der Auflage:
- 21001
- Ausgabe:
- 1st edition 2020
- Gewicht:
- 616 g
- Maße:
- 235 x 155 mm
- Stärke:
- 21 mm
- Erscheinungstermin:
- 11.11.2021
- Hinweis
-
Achtung: Artikel ist nicht in deutscher Sprache!
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Klappentext
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 subject to expected recourse cost constraints (reliability constraints) and remaining deterministic constraints, e. g. box constraints, as well as ii) minimization of the expected total costs (costs of construction, design, recourse costs, etc.) subject to the remaining deterministic constraints. After an introduction into the theory of dynamic control systems with random parameters, the major control laws are described, as open-loop control, closed-loop, feedback control and open-loop feedback control, used for iterative construction of feedback controls. For approximate solution of optimization and control problems with random parameters and involving expected cost / loss-type objective, constraint functions, Taylor expansion procedures, and Homotopy methods are considered, Examples and applications to stochastic optimization of regulators are given. Moreover, for reliability-based analysis and optimal design problems, corresponding optimization-based limit state functions are constructed. Because of the complexity of concrete optimization / control problems and their lack of the mathematical regularity as required of Mathematical Programming (MP) techniques, other optimization techniques, like random search methods (RSM) became increasingly important.
Basic results on the convergence and convergence rates of random search methods are presented. Moreover, for the improvement of the ¿ sometimes very low ¿ convergence rate of RSM, search methods based on optimal stochastic decision processes are presented. In order to improve the convergence behavior of RSM, the random search procedure is embedded into a stochastic decision process for an optimal control ofthe probability distributions of the search variates (mutation random variables).
Biografie
Kurt Marti, geb. 1921 in Bern, Studium der Jura, dann Theologie in Bern und Basel. Bis 1983 tätig als Pfarrer, u. a. an der Nydeggkirche in Bern. Er ist Ehrendoktor der theologischen Fakultät Bern, Mitbegründer der Schriftsteller-Gruppe Olten und der Erklärung von Bern. Zahlreiche Veröffentlichungen: Erzählungen, einen Roman, Gedichte, Tagebücher, Essays. Auszeichnungen: 1997 Kurt-Tucholsky-Preis für sein Gesamtwerk, 2002 Karl-Barth-Preis für sein'"theopoetisches' Werk.