Variational approaches and other contributions in stochastic optimization.

MaRDI QIDQ3550808zbMATH OpenFDO

Authors Cyrille Strugarek

Publication date 6 April 2010

Full work available at URL http://pastel.paristech.org/1848/

Mathematics Subject Classification ID

Variational inequalities (49J40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15)

Recommendations

• Stability analysis for stochastic optimization problems
• scientific article; zbMATH DE number 4004051
• scientific article; zbMATH DE number 3939101
• Stochastic multi-stage optimization. At the crossroads between discrete time stochastic control and stochastic programming
• scientific article; zbMATH DE number 3908309

Cited in

(4)

• Particle methods for stochastic optimal control problems
• Decomposition of large-scale stochastic optimal control problems
• Exploring or reducing noise? A global optimization algorithm in the presence of noise
• Stochastic decomposition applied to large-scale hydro valleys management

This page was built for publication: Variational approaches and other contributions in stochastic optimization.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3550808)