Optimization Under Stochastic Uncertainty

Kurt Marti ()
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Kurt Marti: University of Bundeswehr Munich

in International Series in Operations Research and Management Science from Springer, currently edited by Camille C. Price, Joe Zhu and Frederick S. Hillier

Date: 2020
ISBN: 978-3-030-55662-4
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Chapters in this book:

Ch Chapter 1 Optimal Control Under Stochastic Uncertainty

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Ch Chapter 10 Special Random Search Methods

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Ch Chapter 11 Accessibility Theorems

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Ch Chapter 12 Convergence Theorems

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Ch Chapter 13 Convergence of Stationary Random Search Methods for Positive Success Probability

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Ch Chapter 14 Random Search Methods of Convergence Order O(n −α)

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Ch Chapter 15 Random Search Methods with a Linear Rate of Convergence

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Ch Chapter 16 Success/Failure-Driven Random Direction Procedures

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Ch Chapter 17 Hybrid Methods

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Ch Chapter 18 Solving Optimization Problems Under Stochastic Uncertainty by Random Search Methods (RSM)

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Ch Chapter 2 Stochastic Optimization of Regulators

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Ch Chapter 3 Optimal Open-Loop Control of Dynamic Systems Under Stochastic Uncertainty

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Ch Chapter 4 Construction of Feedback Control by Means of Homotopy Methods

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Ch Chapter 5 Constructions of Limit State Functions

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Ch Chapter 6 Random Search Procedures for Global Optimization

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Ch Chapter 7 Controlled Random Search Under Uncertainty

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Ch Chapter 8 Controlled Random Search Procedures for Global Optimization

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Ch Chapter 9 Mathematical Model of Random Search Methods and Elementary Properties

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DOI: 10.1007/978-3-030-55662-4

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