Yuri Ermoliev & Kurt Marti 
Dynamic Stochastic Optimization [PDF ebook] 

Ajutor

Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic- itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec- tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci- sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu- tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in- that may have a nonsmooth and even discontinuous character – the tegrands typical situation for "hit-or-miss" type of decision making problems involving irreversibility ofdecisions or/and abrupt changes ofthe system. In general, the exact evaluation of such functions (as is assumed in the standard optimization and control theory) is practically impossible. Also, the problem does not often possess the separability properties that allow to derive the standard in control theory recursive (Bellman) equations.

€114.67
Metode de plata
Cumpărați această carte electronică și primiți încă 1 GRATUIT!
Limba Engleză ● Format PDF ● ISBN 9783642558849 ● Editor Yuri Ermoliev & Kurt Marti ● Editura Springer Berlin Heidelberg ● Publicat 2012 ● Descărcabil 3 ori ● Valută EUR ● ID 6326756 ● Protecție împotriva copiilor Adobe DRM
Necesită un cititor de ebook capabil de DRM

Mai multe cărți electronice de la același autor (i) / Editor

88.601 Ebooks din această categorie