Stochastic Optimization Methods (Record no. 60141)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04663nam a22005415i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-031-40059-9 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030112059.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240527s2024 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031400599 |
| -- | 978-3-031-40059-9 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-031-40059-9 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | T57.6-.97 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KJT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KJMD |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS049000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KJT |
| Source | thema |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KJMD |
| Source | thema |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Marti, Kurt. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 77471 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Optimization Methods |
| Medium | [electronic resource] : |
| Remainder of title | Applications in Engineering and Operations Research / |
| Statement of responsibility, etc. | by Kurt Marti. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th ed. 2024. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XII, 384 p. 30 illus., 2 illus. in color. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Stochastic Optimization Methods -- Solution of Stochastic Linear Programs by Discretization Methods -- Optimal Control under Stochastic Uncertainty -- Random Search Procedures for Global Optimization -- Controlled Random Search under Uncertainty -- Controlled Random Search Procedures for Global Optimization -- Random Search Methods with Multiple Search Points -- Approximation of Feedback Control Systems -- Stochastic Optimal Open-Loop Feedback Control -- Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) -- Machine Learning under stochastic uncertainty -- Stochastic Structural Optimization with quadratic loss functions -- Maximum Entropy Techniques. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book examines optimization problems that in practice involve random model parameters. It outlines the computation of robust optimal solutions, i.e., optimal solutions that are insensitive to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into corresponding deterministic problems. Due to the probabilities and expectations involved, the book also shows how to apply approximative solution techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures, and differentiation formulas for probabilities and expectations. The fourth edition of this classic text has been carefully and thoroughly revised. It includes new chapters on the solution of stochastic linear programs by discretization of the underlying probability distribution, and on solving deterministic optimization problems by means of controlled random search methods and multiple random search procedures. It also presents a new application of stochastic optimization methods to machine learning problems with different loss functions. For the computation of optimal feedback controls under stochastic uncertainty, besides the open-loop feedback procedures, a new method based on Taylor expansions with respect to the gain parameters is presented. The book is intended for researchers and graduate students who are interested in stochastics, stochastic optimization, and control. It will also benefit professionals and practitioners whose work involves technical, economic and/or operations research problems under stochastic uncertainty. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 57943 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65522 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 64052 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 67143 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65528 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 64052 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031400582 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031400605 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031400612 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-031-40059-9">https://doi.org/10.1007/978-3-031-40059-9</a> |
| 912 ## - | |
| -- | ZDB-2-BUM |
| 912 ## - | |
| -- | ZDB-2-SXBM |
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