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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.
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
2011
Highly Cited
2011
We present a new family of subgradient methods that dynamically incorporate knowledge of the geometry of the data observed in… Expand
Highly Cited
2011
Highly Cited
2011
We present a new approach to motion planning using a stochastic trajectory optimization framework. The approach relies on… 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
Highly Cited
2005
Highly Cited
2005
This paper introduces a method for solving numerical dynamic stochastic optimization problems that avoids rootfinding operations… Expand
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
Review
2003
Review
2003
From the Publisher: * Unique in its survey of the range of topics. * Contains a strong, interdisciplinary format that will… Expand
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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