Introduction to Stochastic Search and Optimization
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(only showing first 100 items - show all)- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
- Ordinal optimization of \(G/G/1/K\) polling systems with \(k\)-limited service discipline
- Adaptive population-based search: application to estimation of nonlinear regression parameters
- Global optimization of higher order moments in portfolio selection
- Statistical inferences for termination of Markov type random search algorithms
- Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
- An extended empirical saddlepoint approximation for intractable likelihoods
- Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media
- Accelerated random search for constrained global optimization assisted by radial basis function surrogates
- Stochastic optimization using a trust-region method and random models
- A linear programming based heuristic framework for min-max regret combinatorial optimization problems with interval costs
- Heuristic decision rules for short-term trading of renewable energy with co-located energy storage
- Theoretical connections between optimization algorithms based on an approximate gradient
- Adaptive importance sampling for optimization under uncertainty problems
- Approximate maximum likelihood estimation for population genetic inference
- An efficient simulation optimization method for the generalized redundancy allocation problem
- Predictive coarse-graining
- Polynomial chaos representation of databases on manifolds
- Adaptive stochastic approximation algorithm
- Calculating quantiles of noisy distribution functions using local linear regressions
- Gaussian variational approximation with sparse precision matrices
- A second-order iterated smoothing algorithm
- Asymptotic bias of stochastic gradient search
- Robustness analysis of an uncertain computational model to predict well integrity for geologic \(\mathrm{CO}_{2}\) sequestration
- A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices
- Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
- A unified framework for stochastic optimization
- Optimizing stimulus waveforms for electroceuticals
- Variable sample size method for equality constrained optimization problems
- Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints
- Methods to compare expensive stochastic optimization algorithms with random restarts
- Cyclic seesaw process for optimization and identification
- New stochastic approximation algorithms with adaptive step sizes
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Newsvendor-type models with decision-dependent uncertainty
- Approximate stochastic annealing for online control of infinite horizon Markov decision processes
- Sequential Monte Carlo simulated annealing
- A new hybrid stochastic approximation algorithm
- False discovery rate control with multivariate p-values
- Disease spread in coupled populations: minimizing response strategies costs in discrete time models
- Periodic step-size adaptation in second-order gradient descent for single-pass on-line structured learning
- Design optimization under uncertainties of a mesoscale implant in biological tissues using a probabilistic learning algorithm
- Gradient-free method for nonsmooth distributed optimization
- Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema
- Stochastic optimization with adaptive restart: a framework for integrated local and global learning
- Local-maximum-and-minimum-preserving solution remapping technique to accelerate flow convergence for discontinuous Galerkin methods in shape optimization design
- An accelerated directional derivative method for smooth stochastic convex optimization
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
- Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
- A genetic algorithm with a self-reproduction operator to solve systems of nonlinear equations
- Pure random search with virtual extension of feasible region
- From reinforcement learning to optimal control: a unified framework for sequential decisions
- \texttt{CAMERA}: a method for cost-aware, adaptive, multifidelity, efficient reliability analysis
- Self-guided quantum state learning for mixed states
- Computation for latent variable model estimation: a unified stochastic proximal framework
- Noisy zeroth-order optimization for non-smooth saddle point problems
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
- Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters
- Combined sensitivity analysis for multiple failure modes
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- Improved exploitation of higher order smoothness in derivative-free optimization
- Zeroth-order methods for noisy Hölder-gradient functions
- Enhance chaotic gravitational search algorithm (CGSA) by balance adjustment mechanism and sine randomness function for continuous optimization problems
- The method of averaged models for discrete-time adaptive systems
- Remarks about discrete Young measures and their Monte Carlo simulation
- Conditionally structured variational Gaussian approximation with importance weights
- Entropy-based closure for probabilistic learning on manifolds
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Simulation-based optimization. Parametric optimization techniques and reinforcement learning
- A simulation-optimization approach for integrated sourcing and inventory decisions
- Research on probabilistic methods for control system design
- Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
- A multi-strategy enhanced sine cosine algorithm for global optimization and constrained practical engineering problems
- Accelerated gradient-free optimization methods with a non-Euclidean proximal operator
- The time buffer approximated buffer allocation problem: a row-column generation approach
- Conditionally conjugate mean-field variational Bayes for logistic models
- A transport-based multifidelity preconditioner for Markov chain Monte Carlo
- Sequential approximate optimization for design under uncertainty problems utilizing Kriging metamodeling in augmented input space
- Optimal design of measurements on queueing systems
- Nonmonotone line search methods with variable sample size
- An information guided framework for simulated annealing
- Spatial interaction models with individual-level data for explaining labor flows and developing local labor markets
- On sample size control in sample average approximations for solving smooth stochastic programs
- An overview of the design and analysis of simulation experiments for sensitivity analysis
- A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
- Complex-step derivative approximation in noisy environment
- A stochastic adaptive radial basis function algorithm for costly black-box optimization
- A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
- Stochastic global optimization.
- Convergence properties of the cross-entropy method for discrete optimization
- Design selection criteria for discrimination/estimation for nested models and a binomial re\-sponse
- Almost sure convergence of stochastic gradient processes with matrix step sizes
- A stochastic quasi-Newton method for simulation response optimization
- Optimization and analysis aid via data-mining for simulated production systems
- Multiple task assignments for cooperating uninhabited aerial vehicles using genetic algorithms
- On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data
- Simulation-based optimization of process control policies for inventory management in supply chains
- Estimating a semi-parametric duration model without specifying heterogeneity
- Gradient free parameter estimation for hidden Markov models with intractable likelihoods
- Broadcast control of multi-agent systems
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