| 书目名称 | Optimization Under Stochastic Uncertainty | | 副标题 | Methods, Control and | | 编辑 | Kurt Marti | | 视频video | | | 概述 | Presents Stochastic Optimization/Control Methods and Random Search Methods (RSM) in one volume.Presents Homotopy methods for solving control problems under stochastic uncertainty.Includes convergence, | | 丛书名称 | International Series in Operations Research & Management Science | | 图书封面 |  | | 描述 | .This book examines application and methods to incorporating stochastic parameter variations into the optimization process to decrease expense in corrective measures. Basic types of deterministic substitute problems occurring mostly in practice involve i) minimization of the expected primary costs subject to expected recourse cost constraints (reliability constraints) and remaining deterministic constraints, e.g. box constraints, as well as ii) minimization of the expected total costs (costs of construction, design, recourse costs, etc.) subject to the remaining deterministic constraints..After an introduction into the theory of dynamic control systems with random parameters, the major control laws are described, as open-loop control, closed-loop, feedback control and open-loop feedback control, used for iterative construction of feedback controls. For approximate solution of optimization and control problems with random parameters and involving expected cost/loss-type objective,constraint functions, Taylor expansion procedures, and Homotopy methods are considered, Examples and applications to stochastic optimization of regulators are given. Moreover, for reliability-based analysis | | 出版日期 | Book 2020 | | 关键词 | Stochastic Optimization Methods; Random Search Methods (RSM); Optimal Control under Stochastic Uncerta | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-55662-4 | | isbn_softcover | 978-3-030-55664-8 | | isbn_ebook | 978-3-030-55662-4Series ISSN 0884-8289 Series E-ISSN 2214-7934 | | issn_series | 0884-8289 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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发表于 2025-3-21 19:08:59
