Stochastic Optimization Methods
From MaRDI portal
Publication:4831223
DOI10.1007/b138181zbMath1059.90110OpenAlexW3214283411MaRDI QIDQ4831223
Publication date: 22 December 2004
Full work available at URL: https://doi.org/10.1007/b138181
Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items
Limit load and shakedown analysis of plastic structures under stochastic uncertainty ⋮ A novel model predictive controller for uncertain constrained systems ⋮ Systemic Risk and Security Management ⋮ Modeling Technological Change Under Increasing Returns and Uncertainty ⋮ Optimization under uncertainty with applications to design of truss structures ⋮ Computation of probabilities of survival/failure of technical economic systems/structures by means of piecewise linearization of the performance function ⋮ First- and second-order optimality conditions in optimistic bilevel set-valued programming ⋮ Gradient and Hessian of joint probability function with applications on chance-constrained programs ⋮ On Shape Optimization with Stochastic Loadings ⋮ Necessary optimality conditions for bilevel set optimization problems ⋮ A reinforcement learning approach to personalized learning recommendation systems ⋮ Extensions of stochastic optimization results to problems with system failure probability functions ⋮ Robust solution of monotone stochastic linear complementarity problems ⋮ Surrogate-based robust design for a non-smooth radiation source detection problem ⋮ Stochastic phase-field modeling of brittle fracture: computing multiple crack patterns and their probabilities ⋮ Expected residual minimization method for monotone stochastic tensor complementarity problem ⋮ Pricing American options with uncertain volatility through stochastic linear complementarity models