Stochastic optimization

Results: 750



#Item
701Mathematical optimization / Statistics / Operations research / Estimation theory / Statistical theory / Genetic algorithm / Combinatorial optimization / Stochastic approximation / Loss function / Mathematics / Applied mathematics / Stochastic optimization

Copyright Springer Heidelberg[removed]On-screen viewing permitted. Printing not permitted. Please buy this book at your bookshop. Order information see http://www.springeronline.com[removed]

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Source URL: www.jhuapl.edu

Language: English - Date: 2008-01-21 16:28:58
702Applied mathematics / Statistics / Stochastic programming / Random variable / Newsvendor model / Stochastic optimization / Stochastic process / Linear programming / Dynamic programming / Operations research / Mathematical optimization / Mathematics

CHAPTER 101 Stochastic Optimization Anton J. Kleywegt and Alexander Shapiro

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Source URL: www2.isye.gatech.edu

Language: English - Date: 2000-08-30 13:46:29
703Applied mathematics / Control theory / Dynamic programming / Robust optimization / Stochastic programming / Markov decision process / Linear programming / Optimal control / Spectral theory of ordinary differential equations / Operations research / Mathematical optimization / Systems theory

A Tutorial on Stochastic Programming Alexander Shapiro∗ and Andy Philpott† March 21, 2007

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Source URL: www2.isye.gatech.edu

Language: English - Date: 2007-03-20 17:37:18
704Markov processes / Optimal control / Dynamic programming / Bellman equation / Markov chain / Markov property / Stochastic differential equation / Feller process / Semigroup / Statistics / Mathematical optimization / Stochastic processes

Proceedings of the International Congress of Mathematicians August 16-24, 1983, Warszawa

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Source URL: www.mathunion.org

Language: English - Date: 2012-04-18 10:41:41
705Dynamic programming / Mathematical optimization / Partial differential equations / Stochastic control / Hamilton–Jacobi–Bellman equation / Optimal control / Bellman equation / Sturm–Liouville theory / Calculus / Mathematical analysis / Control theory

Optimal investment with high-watermark performance fee Karel Janeˇcek

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Source URL: www.ma.utexas.edu

Language: English - Date: 2011-01-05 10:31:21
706Cybernetics / Evolutionary algorithms / Combinatorial optimization / Harmony search / Stochastic optimization / Operations research / Genetic algorithm / Algorithm / Simulated annealing / Applied mathematics / Mathematical optimization / Mathematics

A Rigorous Analysis of the Harmony Search Algorithm - How the Research Community can be misled by a “novel” Methodology

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Source URL: www.idsia.ch

Language: English - Date: 2010-11-03 12:30:55
707Estimation theory / Probability theory / Cross-entropy method / Heuristics / Machine learning / Importance sampling / Stochastic optimization / Variance / Ant colony optimization algorithms / Statistics / Probability and statistics / Monte Carlo methods

Annals of Operations Research 134, 19–67, 2005 c 2005 Springer Science + Business Media, Inc. Manufactured in The Netherlands.

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Source URL: www.maths.uq.edu.au

Language: English - Date: 2005-04-13 19:36:25
708Mathematics / Applied mathematics / Equations / Systems engineering / Control theory / Search game / Alpha-beta pruning / Dynamic programming / Economic model / Operations research / Mathematical optimization / Search algorithms

Dynamic Stochastic Control: A New Approach to Tree Search & Game-Playing

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Source URL: www.robinupton.com

Language: English - Date: 2007-07-20 01:29:25
709Stochastic optimization / Cybernetics / Simultaneous perturbation stochastic approximation / Stochastic approximation / SPSA / Genetic algorithm / Gradient descent / Global optimization / Evolutionary algorithm / Numerical analysis / Mathematics / Mathematical optimization

J. C. SPALL An Overview of the Simultaneous Perturbation Method

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Source URL: www.jhuapl.edu

Language: English - Date: 2012-03-27 11:38:06
710Ant colony optimization algorithms / Stochastic optimization / Andrew M. Davis

2. Griffiths, D. A., et al.: J. Econ. Ent. 52, [removed]Sinha, R. N.: ibid. 59, [removed]);

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Source URL: www.ulb.ac.be

Language: English - Date: 2013-10-01 11:02:13
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