Stochastic geometric programming with an application
Kybernetika (2010)
- Volume: 46, Issue: 3, page 374-386
- ISSN: 0023-5954
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topDupačová, Jitka. "Stochastic geometric programming with an application." Kybernetika 46.3 (2010): 374-386. <http://eudml.org/doc/196973>.
@article{Dupačová2010,
abstract = {In applications of geometric programming, some coefficients and/or exponents may not be precisely known. Stochastic geometric programming can be used to deal with such situations. In this paper, we shall indicate which stochastic programming approaches and which structural and distributional assumptions do not destroy the favorable structure of geometric programs. The already recognized possibilities are extended for a tracking model and stochastic sensitivity analysis is presented in the context of metal cutting optimization. Illustrative numerical results are reported.},
author = {Dupačová, Jitka},
journal = {Kybernetika},
keywords = {stochastic geometric programming; statistical sensitivity analysis; tracking model; metal cutting optimization; stochastic geometric programming; statistical sensitivity analysis; tracking model; metal cutting optimization},
language = {eng},
number = {3},
pages = {374-386},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Stochastic geometric programming with an application},
url = {http://eudml.org/doc/196973},
volume = {46},
year = {2010},
}
TY - JOUR
AU - Dupačová, Jitka
TI - Stochastic geometric programming with an application
JO - Kybernetika
PY - 2010
PB - Institute of Information Theory and Automation AS CR
VL - 46
IS - 3
SP - 374
EP - 386
AB - In applications of geometric programming, some coefficients and/or exponents may not be precisely known. Stochastic geometric programming can be used to deal with such situations. In this paper, we shall indicate which stochastic programming approaches and which structural and distributional assumptions do not destroy the favorable structure of geometric programs. The already recognized possibilities are extended for a tracking model and stochastic sensitivity analysis is presented in the context of metal cutting optimization. Illustrative numerical results are reported.
LA - eng
KW - stochastic geometric programming; statistical sensitivity analysis; tracking model; metal cutting optimization; stochastic geometric programming; statistical sensitivity analysis; tracking model; metal cutting optimization
UR - http://eudml.org/doc/196973
ER -
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