文档介绍：Stochastic Optimization Methods
Second edition
Kurt Marti
Stochastic Optimization
Methods
Second edition
123
Univ. Prof. Dr. Kurt Marti
Federal Armed Forces
University Munich
Department of Aerospace Engineering and Technology
85577 Neubiberg/München
Germany
kurt.******@unibw-
ISBN: 978-3-540-79457-8 e-ISBN: 978-3-540-79458-5
Library of Congress Control Number: 2008925523
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Preface
Optimization problems in practice depend mostly on several model parame-
ters, noise factors, uncontrollable parameters, etc., which are not given fixed
quantities at the planning stage. Typical examples from engineering and eco-
nomics/operations research are: Material parameters (. elasticity moduli,
yield stresses, allowable stresses, moment capacities, and specific gravity), ex-
ternal loadings, friction coefficients, moments of inertia, length of links, mass
of links, location of center of gravity of links, manufacturing errors, tolerances,
noise terms, demand parameters, technologic