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Optimization of stochastic models : the interface between simulation and optimization

Author: Georg Ch Pflug
Publisher: Boston, Mass. : Kluwer Academic, ©1996.
Series: Kluwer international series in engineering and computer science, SECS 373.; Kluwer international series in engineering and computer science., Discrete event dynamic systems.
Edition/Format:   Print book : EnglishView all editions and formats
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Optimization of Stochastic Models: The Interface Between Simulation and Optimization is suitable as a text for a graduate level course on Stochastic Models or as a secondary text for a graduate  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Georg Ch Pflug
ISBN: 0792397800 9780792397809
OCLC Number: 35114958
Description: xiv, 382 pages ; 25 cm.
Contents: 1. Optimization. 2. Discrete-Event Processes. 3. Derivatives. 4. Simulation and Sensitivity Estimation. 5. Stochastic Approximation. A: Metric Spaces. B: Sequences and Series. C: Matrix Algebra. D: Derivatives. E: Convexity and Convex Projections. F: Set-Wise Convergence.G: Duality and Lagrangians. H: Probability Spaces and Random Variables. I: Convergence of Random Variables. J: The Wasserstein Distance. K: Conditional Expectations. L: Martingales. M: Choquet Theory. N: Coupling. Index.
Series Title: Kluwer international series in engineering and computer science, SECS 373.; Kluwer international series in engineering and computer science., Discrete event dynamic systems.
Responsibility: George Ch. Pflug.
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