Stochastic Programming Perspective

The objective of this chapter is to formulate a stochastic shape optimization problem, which allows for uncertain volume forces and surface loads. This reflects applications where the actual acting forces are not known in advance, but a decision maker has to make a design decision in advance nonetheless. A few of these applications have been mentioned already in Chapter 1. We will then show that this problem is very similar to a two-stage stochastic linear program (cf. Section 1.3), where first-stage decisions also have to be taken in a non-anticipative way.