Stochastic Optimization with Simulation Based Optimization - Tapa blanda

Wan, Xiaotao

 
9783639140156: Stochastic Optimization with Simulation Based Optimization
Tapa blanda
ISBN 10: 363914015X ISBN 13: 9783639140156
Editorial: VDM Verlag, 2009

Sinopsis

Stochastic optimization is vital to making soundengineering and business decisions under uncertainty.While the limited capability of handling complexdomain structures and random variables rendersanalytic methods helpless in many circumstances,stochastic optimization based on simulation is widelyapplicable. This work extends the traditionalresponse surface methodology into a surrogate modelframework to address high dimensional stochasticproblems. The framework integrates Latin hypercubesampling (LHS), domain reduction techniques, leastsquare support vector machine (LSSVM) and design &analysis of computer experiment (DACE) to buildsurrogate models that effectively captures domainstructures. In comparison with existing simulationbased optimization methods, the proposed frameworkleads to better solutions especially for problemswith high dimensions and high uncertainty. Thesurrogate model framework also demonstrates thecapability of addressing the curse-of-dimensionalityin stochastic dynamic risk optimization problems,where several important modification of the classicalBellman equation for stochastic dynamic problems(SDP) is also proposed.

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Acerca del autor

Xiaotao Wan, Ph.D: Studied Chemical Engineering at Tsinghua University and Purdue University with Focus on Supply Chain Optimization in Postgraduate Study. Supply Chain Consultant at Bayer Technology & Engineering (Shanghai) Co. Ltd.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
VDM Verlag
Año de publicación
2009
Idioma
Inglés
ISBN 10 
363914015X
ISBN 13 
9783639140156
Encuadernación
Tapa blanda
Número de páginas
136
Contacto del fabricante
no disponible
Persona responsable
no disponible