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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… Expand
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Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Review
2019
Review
2019
  • W. Powell
  • Eur. J. Oper. Res.
  • 2019
  • Corpus ID: 85512222
Abstract Stochastic optimization is an umbrella term that includes over a dozen fragmented communities, using a patchwork of… Expand
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Review
2018
Review
2018
Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm motivated by intelligent collective… Expand
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Highly Cited
2015
Highly Cited
2015
We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive… Expand
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Highly Cited
2012
Highly Cited
2012
This paper evaluates the real-time price-based demand response (DR) management for residential appliances via stochastic… Expand
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Highly Cited
2012
Highly Cited
2012
We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient… Expand
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Highly Cited
2010
Highly Cited
2010
We present a new family of subgradient methods that dynamically incorporate knowledge of the geometry of the data observed in… Expand
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Highly Cited
2009
Highly Cited
2009
In this paper we consider optimization problems where the objective function is given in a form of the expectation. A basic… Expand
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Highly Cited
2007
Highly Cited
2007
This comprehensive book offers 504 main pages divided into 17 chapters. In addition, five very useful and clearly written… Expand
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Highly Cited
2003
Highly Cited
2003
  • J. Spall
  • Wiley-Interscience series in discrete mathematics…
  • 2003
  • Corpus ID: 196611020
A unique interdisciplinary foundation for real-world problem solvingStochastic search and optimization techniques are used in a… Expand
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Highly Cited
1991
Highly Cited
1991
This paper presents a methodology for the solution of multistage stochastic optimization problems, based on the approximation of… Expand
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