Contacto
Como comprar
Entrega
Guia de compras
Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs
Inglês
132 b
Até 30 dias para devoluções
Os clientes também compraram
/
Capa mole
9.64
€
In engineering and economics a certain vector of inputs or decisions must often be chosen, subject to some constraints, such that the expected costs arising from the deviation between the output of a stochastic linear system and a desired stochastic target vector are minimal. In many cases the loss function u is convex and the occuring random variables have, at least approximately, a joint discrete distribution. Concrete problems of this type are stochastic linear programs with recourse, portfolio optimization problems, error minimization and optimal design problems. In solving stochastic optimization problems of this type by standard optimization software, the main difficulty is that the objective function F and its derivatives are defined by multiple integrals. Hence, one wants to omit, as much as possible, the time-consuming computation of derivatives of F. Using the special structure of the problem, the mathematical foundations and several concrete methods for the computation of feasible descent directions, in a certain part of the feasible domain, are presented first, without any derivatives of the objective function F. It can also be used to support other methods for solving discretely distributed stochastic programs, especially large scale linear programming and stochastic approximation methods.
Sobre o livro
Inglês
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Livro de capa dura
54.09
€
/
Capa mole
20.60
€
/
Capa mole
10.55
€
/
Capa mole
11.25
€
/
Capa mole
7.63
€
/
Capa mole
12.96
€
/
Livro de capa dura
30.36
€
/
Livro de capa dura
39.11
€
/
Capa mole
38.20
€
/
Capa mole
24.93
€
Olá! Sou o Libroamiko, o seu conselheiro de livros.
Como posso ajudar?