Stochastic Optimization Methods -- Solution of Stochastic Linear Programs by Discretization Methods -- Optimal Control under Stochastic Uncertainty -- Random Search Procedures for Global Optimization -- Controlled Random Search under Uncertainty -- Controlled Random Search Procedures for Global...

Ongoing global changes bring fundamentally new scientific problems requiring new concepts and tools. A key issue concerns a vast variety of practically irreducible uncertainties, which challenge our traditional models and require new concepts and analytical tools. The uncertainty critically...

Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data,...

Stochastic Optimization Methods -- Optimal Control Under Stochastic Uncertainty -- Stochastic Optimal Open-Loop Feedback Control -- Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) -- Optimal Design of Regulators -- Expected Total Cost Minimum Design of Plane Frames --...