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Stochastic optimization

Known as: Stochastic optimisation, Stochastic search 
Stochastic optimization (SO) methods are optimization methods that generate and use random variables. For stochastic problems, the random variables… 
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Papers overview

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Highly Cited
2013
Highly Cited
2013
We study PCA as a stochastic optimization problem and propose a novel stochastic approximation algorithm which we refer to as… 
Highly Cited
2012
Highly Cited
2012
By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates for stochastic… 
Highly Cited
2009
Highly Cited
2009
Wind-diesel systems represent a proactive step towards sustainable remote communities. However, for high ratios of wind energy… 
Highly Cited
2007
Highly Cited
2007
A continuous‐time financial portfolio selection model with expected utility maximization typically boils down to solving a… 
Highly Cited
2007
Highly Cited
2007
This paper presents a novel stochastic optimisation approach to determining the feasible optimal solution of the economic… 
Highly Cited
1998
Highly Cited
1998
Abstract We study Bayesian models and methods for analysing network traffic counts in problems of inference about the traffic… 
Highly Cited
1995
Highly Cited
1995
A novel parallel decomposition algorithm is developed for large, multistage stochastic optimization problems. The method… 
Highly Cited
1986
Highly Cited
1986
Processors handling multi-class traffic typically alternate between serving a particular class of traffic and performing other…