Numerical techniques for stochastic optimization
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The articles of this volume will be reviewed individually under the abbreviation ``Numerical techniques for stochastic optimization, Springer Ser. Comput. Math. 10 (1988).
Cited in
(only showing first 100 items - show all)- Multi-period portfolio optimization with linear control policies
- A stochastic gradient type algorithm for closed-loop problems
- Pooling, pricing and trading of risks
- Depedent-chance programming: A class of stochastic optimization
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function
- Asymptotic analysis of stochastic programs
- On statistical sensitivity analysis in stochastic programming
- Stability analysis for stochastic programs
- Stochastic quasigradient methods for optimization of discrete event systems
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- Strategic financial risk management and operations research
- Modelling stochastic decision systems using dependent-chance programming
- On nonsmooth and discontinuous problems of stochastic systems optimization
- Estimated stochastic programs with chance constraints
- Modelling and analysis of multistage stochastic programming problems: A software environment
- Stochastic optimization on Bayesian nets
- Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization
- A simulation-based approach to two-stage stochastic programming with recourse
- Multi-stage stochastic linear programs for portfolio optimization
- Stochastic programming with simple integer recourse
- Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm
- Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks
- New variable-metric algorithms for nondifferentiable optimization problems
- Stochastic allocation of a resource among partially interchangeable activities
- Differentiation formulas for probability functions: The transformation method
- Duality and statistical tests of optimality for two stage stochastic programs
- Barycentric scenario trees in convex multistage stochastic programming
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming
- Optimization of risk processes
- A system approach to management of catastrophic risks.
- Academician V. S. Mikhalevich as a scientist and science organizer (on the occasion of his 70th birthday)
- Applications of stochastic programming: Achievements and questions
- Nonlinear stochastic programming by Monte-Carlo estimators
- A stochastic multiple gradient descent algorithm
- Convergence conditions for the observed mean method in stochastic programming
- Sensitivity analysis and optimization of stochastic Petri nets
- Convergence of the empirical mean method in statistics and stochastic programming
- Almost everywhere convex functions on \(\mathbb R^n\) and weak derivatives
- Strong convexity in stochastic programs with complete recourse
- The approximation of separable stochastic programs
- Applications of stochastic programming under incomplete information
- A stochastic optimization approach for robot scheduling
- Executing join queries in an uncertain distributed environment
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty
- A simple recourse model for power dispatch under uncertain demand
- Investment evaluation based on the commerical scope. The production of natural gas
- A statistical generalized programming algorithm for stochastic optimization problems
- Second-order scenario approximation and refinement in optimization under uncertainty
- Some directions and results of research in mathematical programming and system analysis
- On solving stochastic production planning problems via scenario modelling
- New horizons in sphere-packing theory, part II: Lattice-based derivative-free optimization via global surrogates
- Some applied problems from random field theory
- A stochastic subspace approach to gradient-free optimization in high dimensions
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Robust food-energy-water-environmental security management: Stochastic quasigradient procedure for linkage of distributed optimization models under asymmetric information and uncertainty
- Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming
- Mathematical modeling of agricultural crop diversification in Ukraine: scientific approaches and empirical results
- Physics-informed neural network for modelling the thermochemical curing process of composite-tool systems during manufacture
- Stability and sensitivity-analysis for stochastic programming
- Stochastic optimization models for risk-based reservoir management
- Method of empirical means in stochastic programming problems
- Total allowable catch for managing squat lobster fishery using stochastic nonlinear programming
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case
- Numerical Probabilistic Approach for Optimization Problems
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
- A two-stage stochastic optimization model for a gas sale retailer
- A class of on-line portfolio selection algorithms based on linear learning
- Computation of efficient solutions of discretely distributed stochastic optimization problems
- A numerical method for two-stage stochastic programs under uncertainty
- Cost/risk balanced management of scarce resources using stochastic programming
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
- Multistage stochastic programming: Error analysis for the convex case
- Semi-srochastic approximation by the response surface methodology (RMS)
- A risk function for the stochastic modeling of electric capacity expansion
- A genetic algorithm for chance constrained programming
- Two‐stage stochastic integer programming: a survey
- Stochastic dual dynamic programming applied to nonconvex hydrothermal models
- Systemic risk and security management
- Modeling technological change under increasing returns and uncertainty
- Stochastic programming perspective on the agency problems under uncertainty
- Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
- Non-parametric approach to stochastic linear programming
- SISP: Simplified interface for stochastic programming
- Minimax analysis of stochastic problems
- Stochastic operation models for open inventory networks
- Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability
- Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
- Approximate feasible direction method for stochastic programming problems with recourse. linear inequality deterministic constraints
- Constant rebalanced portfolio optimization under nonlinear transaction costs
- A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
- scientific article; zbMATH DE number 958363 (Why is no real title available?)
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
- A class of mix design problems: formulation, solution methods and applications
- Stochastic difference-of-convex-functions algorithms for nonconvex programming
- The filtering problem for continuous-time linear systems with Markovian switching coefficients
- The stochastic generalised assignment problem with Bernoulli demands
- Approximating networks and extended Ritz method for the solution of functional optimization problems
- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
- Global solutions to nonconvex problems by evolution of Hamilton-Jacobi PDEs
- A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming
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