Stochastic Optimization Methods
by Kurt Marti
| Year of publication: |
2008
|
|---|---|
| Other Persons: | Marti, Kurt (contributor) |
| Publisher: |
Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg |
| Subject: | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Entscheidungstheorie | Decision theory | Stochastische Optimierung |
| Description of contents: |
Literaturverz. S. 327 - 334
Table of Contents [external.dandelon.com]
; Description [swbplus.bsz-bw.de]
; Description [zbmath.org]
|
| Extent: | Online-Ressource (XIII, 340p. 23 illus, digital) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index Previous ed.: 2004 Decision/Control Under Stochastic Uncertainty; Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty; Differentiation Methods for Probability and Risk Functions; Deterministic Descent Directions and Efficient Points; RSM-Based Stochastic Gradient Procedures; Stochastic Approximation Methods with Changing Error Variances; Computation of Probabilities of Survival/Failure by Means of Piecewise Linearization of the State Function |
| ISBN: | 978-3-540-79458-5 ; 978-3-540-79457-8 |
| Other identifiers: | 10.1007/978-3-540-79458-5 [DOI] |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Analysis: Sonstiges ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013520961