Stochastic Optimization Methods
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Publication:4831223
DOI10.1007/B138181zbMATH Open1059.90110OpenAlexW3214283411MaRDI QIDQ4831223FDOQ4831223
Authors: Kurt Marti 
Publication date: 22 December 2004
Full work available at URL: https://doi.org/10.1007/b138181
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- Stability analysis for stochastic optimization problems
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- A stochastic model for drilling optimization.
- Optimization under uncertainty via random sampling of scenarios. I
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- On shape optimization with stochastic loadings
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- A reinforcement learning approach to personalized learning recommendation systems
- Limit load and shakedown analysis of plastic structures under stochastic uncertainty
- Randomization in robustness, estimation, and optimization
- Expected residual minimization method for monotone stochastic tensor complementarity problem
- Stochastic phase-field modeling of brittle fracture: computing multiple crack patterns and their probabilities
- Extensions of stochastic optimization results to problems with system failure probability functions
- Optimization under uncertainty via random sampling of scenarios. II
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- A novel model predictive controller for uncertain constrained systems
- Robust solution of monotone stochastic linear complementarity problems
- Pricing American options with uncertain volatility through stochastic linear complementarity models
- A class Of stochastic optimization problems with application to selective data editing
- Technical note: Sochastic optimization with decisions truncated by positively dependent random variables
- Reconstruction of populations by stochastic optimization: sensitivity analysis
- Optimization under uncertainty with applications to design of truss structures
- Stochastic optimization and risk problems
- Modeling technological change under increasing returns and uncertainty
- Comparison of some deterministic equivalent formulations of stochastic inequalities
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- Systemic risk and security management
- A Bayesian risk approach to data-driven stochastic optimization: formulations and asymptotics
- Computation of probabilities of survival/failure of technical economic systems/structures by means of piecewise linearization of the performance function
- Approximative solutions of stochastic optimization problems
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