It takes the average reader 3 hours and 18 minutes to read Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs by Kurt Marti
Assuming a reading speed of 250 words per minute. Learn more
In engineering and economics a certain vector of inputs or decisions must often be chosen, subject to some constraints, such that the expected costs arising from the deviation between the output of a stochastic linear system and a desired stochastic target vector are minimal. In many cases the loss function u is convex and the occuring random variables have, at least approximately, a joint discrete distribution. Concrete problems of this type are stochastic linear programs with recourse, portfolio optimization problems, error minimization and optimal design problems. In solving stochastic optimization problems of this type by standard optimization software, the main difficulty is that the objective function F and its derivatives are defined by multiple integrals. Hence, one wants to omit, as much as possible, the time-consuming computation of derivatives of F. Using the special structure of the problem, the mathematical foundations and several concrete methods for the computation of feasible descent directions, in a certain part of the feasible domain, are presented first, without any derivatives of the objective function F. It can also be used to support other methods for solving discretely distributed stochastic programs, especially large scale linear programming and stochastic approximation methods.
Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs by Kurt Marti is 195 pages long, and a total of 49,725 words.
This makes it 66% the length of the average book. It also has 61% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 4 hours and 31 minutes to read Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs aloud.
Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs is suitable for students ages 10 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
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