Abstract
The optimization problems arising in engineering design contain many model parameters (material, loading, costs, tolerances, etc.) which are not given, fixed quantities, but must be considered as random variables with a given probability distribution. Evaluating the performance of the system by expected cost functions or taking into account the reliability of designs, the basic optimization problem under stochastic uncertainty is replaced by a certain deterministic substitute problem taking into account random parameter variations. The mathematical properties of the substitute problems are examined and (approximate) solution techniques are provided by applying stochastic optimization methods.
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Marti, K. (2001). Optimal Engineering Design by Means of Stochastic Optimization Methods. In: Blachut, J., Eschenauer, H.A. (eds) Emerging Methods for Multidisciplinary Optimization. International Centre for Mechanical Sciences, vol 425. Springer, Vienna. https://doi.org/10.1007/978-3-7091-2756-8_3
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DOI: https://doi.org/10.1007/978-3-7091-2756-8_3
Publisher Name: Springer, Vienna
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