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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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Related topics

Related topics

48 relations
AIMMSCMA-ESConstructive cooperative coevolutionCross-entropy method

Broader (1)

Estimation theory

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2013
Highly Cited
2013
Stochastic Optimization of PCA with Capped MSG
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
Randomized smoothing for (parallel) stochastic optimization
By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates for stochastic… 
Highly Cited
2012
Highly Cited
2012
Hybrid particle swarm optimization and differential evolution for optimal design of water distribution systems
Highly Cited
2009
Highly Cited
2009
A Stochastic Optimization Approach to Rating of Energy Storage Systems in Wind-Diesel Isolated Grids
Wind-diesel systems represent a proactive step towards sustainable remote communities. However, for high ratios of wind energy… 
Highly Cited
2008
Highly Cited
2008
Particle swarm optimization-based parameter identification applied to permanent magnet synchronous motors
Highly Cited
2007
Highly Cited
2007
A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION
A continuous‐time financial portfolio selection model with expected utility maximization typically boils down to solving a… 
Highly Cited
2007
Highly Cited
2007
Non-smooth/non-convex economic dispatch by a novel hybrid differential evolution algorithm
This paper presents a novel stochastic optimisation approach to determining the feasible optimal solution of the economic… 
Highly Cited
1998
Highly Cited
1998
Discrete Filtering Using Branching and Interacting Particle Systems
The stochastic ltering problem deals with the estimation of the current state of a signal process given the information supplied… 
Highly Cited
1994
Highly Cited
1994
Stochastic and statistical methods in hydrology and environmental engineering
Recent developments in stochastic and statistical methods in hydrology and environmental engineering presented in the upcoming… 
Highly Cited
1986
Highly Cited
1986
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules
Processors handling multi-class traffic typically alternate between serving a particular class of traffic and performing other… 
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