„Stochastic optimization“

Suchergebnisse

3.658 Treffer

• Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty
  Hao, Tao ; Wen, Jiaqiang ; Xiong, Jie
• A Linearized Proximal ADMM for Stochastic and Large-scale Convex Optimization
  Song, Haiming ; Wang, Hao ; Wu, Jiageng ; Yang, Jinda
• Inertial Stochastic Reflected Forward Backward Method with Applications to Traffic Network Problems
  Izuchukwu, Chinedu ; Alakoya, Timilehin Opeyemi ; Moutari, Salissou ; Zeng, Shengda
• A Value Iteration Algorithm for Stochastic Linear Quadratic Regulator
  Wang, Hongxia ; Liu, Yihang ; Liu, Xiangqian
• Stochastic Maximum Principle for Optimal Control Problem with Varying Terminal Time and Non-convex Control Domain
  Shi, Jin ; Yang, Shuzhen
• Tree approximation of scenario processes for multistage stochastic optimization: algorithms and fast implementations
  Kirui, Kipngeno Benard ; Pflug, Georg Ch ; Pichler, Alois
• Infinite Horizon Linear-Quadratic Leader-Follower Stochastic Differential Games for Regime Switching Diffusions
  Ding, Kai ; Lv, Siyu ; Xiong, Jie ; Zhang, Xin
• A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis
  Stein, Jerome L.
• Martingale Solutions of the Stochastic Electroconvection Equations on $${\mathbb {R}}^2$$ with Multiplicative Noise
  Yue, Gaocheng
• Stochastic optimization and worst-case analysis in monetary policy design
  Rustem, Berç ; Wieland, Volker ; Žaković, Stan 2005 Univ.-Bibliothek Frankfurt am Main
• The method of endogenous gridpoints for solving dynamic stochastic optimization problems
  Carroll, Chris 2005 Univ.-Bibliothek Frankfurt am Main
• A tale of two debt crises – a stochastic optimal control analysis
  Stein, Jerome L. 2009 Kiel Institute for the World Economy (IfW)
• When do jumps matter for portfolio optimization?
  Ascheberg, Marius ; Branger, Nicole ; Kraft, Holger ; Seifried, Frank Thomas 2015 Univ.-Bibliothek Frankfurt am Main
• When do jumps matter for portfolio optimization?
  Ascheberg, Marius ; Branger, Nicole ; Kraft, Holger 2013 Univ.-Bibliothek Frankfurt am Main
• Optimal Planning and Operation of the Smart Electrical Distribution Network Considering Stochastic Optimization Modeling and Energy Storage Systems
  Lin, Ming Hung ; Sassani, Mohammad ; Golchin, Navid ; Jabbari, Yeganeh ; Boymatova, Zulxumorxon ; Rustambekovich, Jabbarov Umarbek ; Ugli, Yuldoshev Jushkinbek Erkaboy ; Atajanova, Saodat ; Turdiyeva, Yakitjon
• Stochastic Optimization Methods – Applications in Engineering and Operations Research
  Marti, Kurt 2024 Springer International Publishing, Imprint: Springer
• Stochastic Optimization Methods – Applications in Engineering and Operations Research
  Marti, Kurt 2015 Springer Berlin Heidelberg
• Proceedings of the Third International Forum on Decision Sciences
  2016 Springer Singapore
• Proceedings of the Seventh International Forum on Decision Sciences
  Li, Xiang ; Xu, Xiaofeng 2020 Springer Singapore
• Efficient global estimation of conditional-value-at-risk through stochastic kriging and extreme value theory
  Khayyer, Armin ; Kennedy, Joseph J. ; Vinel, Alexander