Adaptive Stochastic Optimization Techniques with Applications

Preface

This book presents state-of-the-art adaptive stochastic optimization techniques with applications. It employs optimization methods used in operation research, system engineering, economics, controls, and large-scale systems such as electric power networks. This work was inspired by the initiative led by the author on interdisciplinary research and education during his tenure at the National Science Foundation (NSF) as program director during January 2001 to December 2004. As we tried to develop thematic programs on future electric grids, it became clear that the basic yearning for system engineering curriculum, which will support the interdisciplinary nature of our initiative, is disappearing. The textbooks available cover mostly classical ...