Stochastic optimization

Results: 750



#Item
81Mathematical optimization / Operations research / Equations / Dynamic programming / Optimal control / Systems engineering / Stochastic programming / Bellaterra / JavaScript / Recursion / Dynamics / Lars Ljungqvist

Course: Dynamic Programming and Business Cycles Faculty:

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Source URL: idea.uab.es

Language: English - Date: 2016-07-28 04:30:07
82Mathematical optimization / Transportation theory / Convex optimization / Relaxation / KarushKuhnTucker conditions / Linear programming / Optimization problem / Ratedistortion theory / Quasigroup / Lagrange multiplier / Optimal control / Equation solving

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 60, NO. 4, APRILAn Optimizer’s Approach to Stochastic Control Problems With Nonclassical Information Structures

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Source URL: coleman.ucsd.edu

Language: English
83M-estimators / Computational statistics / Computational neuroscience / Estimation theory / Stochastic optimization / Stochastic gradient descent / Deep learning / Artificial neural network / Convolutional neural network / Mathematical optimization / Loss function / Feature learning

Published as a conference paper at ICLRA DAM : A M ETHOD FOR S TOCHASTIC O PTIMIZATION Diederik P. Kingma* University of Amsterdam

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Source URL: arxiv.org

Language: English - Date: 2015-07-26 20:01:45
84Inventory / Operations research / Supply chain management / Mathematical optimization / Distribution / Inventory theory / Safety stock / Probability distribution / Genetic algorithm / Service level

Supply planning for two-level assembly systems with stochastic component delivery times: trade-off between holding cost and service level Faicel Hnaien1, Xavier Delorme2, and Alexandre Dolgui2 1

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Source URL: www.emse.fr

Language: English - Date: 2009-01-07 09:20:02
85Mathematical optimization / Equations / Operations research / Optimal control / Dynamic programming / Bellman equation / Lev Pontryagin / Kalman filter / Algebraic Riccati equation / Stochastic programming / Dimitri Bertsekas

An Introduction to Dynamic Optimization and Optimal Control: Models, Solutions, and Approximations Duration: 20 hours Teachers: Giorgio Gnecco - IMT - Institute for Advanced Studies, Lucca (Italy) - giorgio.gnecco@imtluc

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Source URL: phd.dibris.unige.it

Language: English - Date: 2016-01-15 11:17:54
86Operations research / Summary statistics / Statistical models / Convex optimization / Linear programming / Normal distribution / Probability distribution / Central limit theorem / Expected value / Random walk / Stochastic process / Standard deviation

Computing Marginal Distributions over Continuous Markov Networks for Statistical Relational Learning Matthias Br¨ocheler, Lise Getoor University of Maryland, College Park College Park, MD 20742

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Source URL: psl.umiacs.umd.edu

Language: English - Date: 2013-06-14 19:26:49
87Stochastic optimization / Estimation theory / Computational statistics / M-estimators / Convex optimization / Stochastic gradient descent / Matrix / Fisher information / Deep learning / Covariance matrix

arXiv:1410.7455v8 [cs.NE] 22 Jun 2015

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Source URL: arxiv.org

Language: English - Date: 2015-06-23 20:50:51
88Statistical randomness / Stochastic / Mathematical finance / Mathematical optimization

Ludovic Tangpi Oskar-Morgenstern-Platz 1 A-1090 Wien, Austria Room: 06.135

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Source URL: www.mat.univie.ac.at

Language: English - Date: 2015-09-07 08:35:44
89Mathematical optimization / Operations research / Numerical linear algebra / Stochastic programming / Conjugate gradient method / Matrix / Linear programming / Benders decomposition / Preconditioner / Equation solving / Relaxation / Augmented Lagrangian method

Preprint ANL/MCS-P4030AN AUGMENTED INCOMPLETE FACTORIZATION APPROACH FOR COMPUTING THE SCHUR COMPLEMENT IN STOCHASTIC OPTIMIZATION § ¨

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Source URL: www.mcs.anl.gov

Language: English - Date: 2013-05-23 14:20:12
90Convex optimization / Mathematical optimization / Stochastic optimization / Machine learning / Gradient descent / Subgradient method / Stochastic gradient descent / Proximal gradient methods for learning / Perceptron / BroydenFletcherGoldfarbShanno algorithm / Online machine learning / Loss functions for classification

Adaptive Subgradient Methods Adaptive Subgradient Methods for Online Learning and Stochastic Optimization∗ John Duchi

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Source URL: stanford.edu

Language: English - Date: 2014-09-05 13:17:02
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