Optimization Of Stochastic Systems
DOWNLOAD
Download Optimization Of Stochastic Systems PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Optimization Of Stochastic Systems book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Optimization Of Stochastic Systems
DOWNLOAD
Author : Masanao Aoki
language : en
Publisher:
Release Date : 1967
Optimization Of Stochastic Systems written by Masanao Aoki and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with Control theory categories.
Optimization Of Stochastic Systems
DOWNLOAD
Author : Masanao Aoki
language : en
Publisher: Elsevier
Release Date : 2016-06-03
Optimization Of Stochastic Systems written by Masanao Aoki and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-03 with Mathematics categories.
Optimization of Stochastic Systems
Stochastic Optimization
DOWNLOAD
Author : Stanislav Uryasev
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-05-31
Stochastic Optimization written by Stanislav Uryasev and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-05-31 with Technology & Engineering categories.
Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.
Stochastic Simulation Optimization An Optimal Computing Budget Allocation
DOWNLOAD
Author : Chun-hung Chen
language : en
Publisher: World Scientific
Release Date : 2010-06-04
Stochastic Simulation Optimization An Optimal Computing Budget Allocation written by Chun-hung Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-06-04 with Computers categories.
With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be very expensive.Stochastic Simulation Optimization addresses the pertinent efficiency issue via smart allocation of computing resource in the simulation experiments for optimization, and aims to provide academic researchers and industrial practitioners with a comprehensive coverage of OCBA approach for stochastic simulation optimization. Starting with an intuitive explanation of computing budget allocation and a discussion of its impact on optimization performance, a series of OCBA approaches developed for various problems are then presented, from the selection of the best design to optimization with multiple objectives. Finally, this book discusses the potential extension of OCBA notion to different applications such as data envelopment analysis, experiments of design and rare-event simulation.
Stochastic Optimization In Continuous Time
DOWNLOAD
Author : Fwu-Ranq Chang
language : en
Publisher: Cambridge University Press
Release Date : 2004-04-26
Stochastic Optimization In Continuous Time written by Fwu-Ranq Chang and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-04-26 with Business & Economics categories.
First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more references and possible extensions.
Stochastic Multi Stage Optimization
DOWNLOAD
Author : Pierre Carpentier
language : en
Publisher:
Release Date : 2015
Stochastic Multi Stage Optimization written by Pierre Carpentier and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.
Stochastic Systems
DOWNLOAD
Author : P. R. Kumar
language : en
Publisher: SIAM
Release Date : 2015-12-15
Stochastic Systems written by P. R. Kumar and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-15 with Mathematics categories.
Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.?
Optimization Of Stochastic Systems
DOWNLOAD
Author : Masanao Aoki
language : en
Publisher:
Release Date : 1967
Optimization Of Stochastic Systems written by Masanao Aoki and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with categories.
Reinforcement Learning And Stochastic Optimization
DOWNLOAD
Author : Warren B. Powell
language : en
Publisher: John Wiley & Sons
Release Date : 2022-03-15
Reinforcement Learning And Stochastic Optimization written by Warren B. Powell and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-15 with Mathematics categories.
REINFORCEMENT LEARNING AND STOCHASTIC OPTIMIZATION Clearing the jungle of stochastic optimization Sequential decision problems, which consist of “decision, information, decision, information,” are ubiquitous, spanning virtually every human activity ranging from business applications, health (personal and public health, and medical decision making), energy, the sciences, all fields of engineering, finance, and e-commerce. The diversity of applications attracted the attention of at least 15 distinct fields of research, using eight distinct notational systems which produced a vast array of analytical tools. A byproduct is that powerful tools developed in one community may be unknown to other communities. Reinforcement Learning and Stochastic Optimization offers a single canonical framework that can model any sequential decision problem using five core components: state variables, decision variables, exogenous information variables, transition function, and objective function. This book highlights twelve types of uncertainty that might enter any model and pulls together the diverse set of methods for making decisions, known as policies, into four fundamental classes that span every method suggested in the academic literature or used in practice. Reinforcement Learning and Stochastic Optimization is the first book to provide a balanced treatment of the different methods for modeling and solving sequential decision problems, following the style used by most books on machine learning, optimization, and simulation. The presentation is designed for readers with a course in probability and statistics, and an interest in modeling and applications. Linear programming is occasionally used for specific problem classes. The book is designed for readers who are new to the field, as well as those with some background in optimization under uncertainty. Throughout this book, readers will find references to over 100 different applications, spanning pure learning problems, dynamic resource allocation problems, general state-dependent problems, and hybrid learning/resource allocation problems such as those that arose in the COVID pandemic. There are 370 exercises, organized into seven groups, ranging from review questions, modeling, computation, problem solving, theory, programming exercises and a "diary problem" that a reader chooses at the beginning of the book, and which is used as a basis for questions throughout the rest of the book.
Stochastic Global Optimization
DOWNLOAD
Author : Gade Pandu Rangaiah
language : en
Publisher: World Scientific
Release Date : 2010
Stochastic Global Optimization written by Gade Pandu Rangaiah and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Computers categories.
Ch. 1. Introduction / Gade Pandu Rangaiah -- ch. 2. Formulation and illustration of Luus-Jaakola optimization procedure / Rein Luus -- ch. 3. Adaptive random search and simulated annealing optimizers : algorithms and application issues / Jacek M. Jezowski, Grzegorz Poplewski and Roman Bochenek -- ch. 4. Genetic algorithms in process engineering : developments and implementation issues / Abdunnaser Younes, Ali Elkamel and Shawki Areibi -- ch. 5. Tabu search for global optimization of problems having continuous variables / Sim Mong Kai, Gade Pandu Rangaiah and Mekapati Srinivas -- ch. 6. Differential evolution : method, developments and chemical engineering applications / Chen Shaoqiang, Gade Pandu Rangaiah and Mekapati Srinivas -- ch. 7. Ant colony optimization : details of algorithms suitable for process engineering / V.K. Jayaraman [und weitere] -- ch. 8. Particle swarm optimization for solving NLP and MINLP in chemical engineering / Bassem Jarboui [und weitere] -- ch. 9. An introduction to the harmony search algorithm / Gordon Ingram and Tonghua Zhang -- ch. 10. Meta-heuristics : evaluation and reporting techniques / Abdunnaser Younes, Ali Elkamel and Shawki Areibi -- ch. 11. A hybrid approach for constraint handling in MINLP optimization using stochastic algorithms / G.A. Durand [und weitere] -- ch. 12. Application of Luus-Jaakola optimization procedure to model reduction, parameter estimation and optimal control / Rein Luus -- ch. 13. Phase stability and equilibrium calculations in reactive systems using differential evolution and tabu search / Adrian Bonilla-Petriciolet [und weitere] -- ch. 14. Differential evolution with tabu list for global optimization : evaluation of two versions on benchmark and phase stability problems / Mekapati Srinivas and Gade Pandu Rangaiah -- ch. 15. Application of adaptive random search optimization for solving industrial water allocation problem / Grzegorz Poplewski and Jacek M. Jezowski -- ch. 16. Genetic algorithms formulation for retrofitting heat exchanger network / Roman Bochenek and Jacek M. Jezowski -- ch. 17. Ant colony optimization for classification and feature selection / V.K. Jayaraman [und weitere] -- ch. 18. Constraint programming and genetic algorithm / Prakash R. Kotecha, Mani Bhushan and Ravindra D. Gudi -- ch. 19. Schemes and implementations of parallel stochastic optimization algorithms application of tabu search to chemical engineering problems / B. Lin and D.C. Miller