Browse Dept. of Industrial and Enterprise Systems Engineering by Subject "Stochastic optimization"
Now showing items 1-2 of 2
Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization (2013-08-22)Stochastic approximation (SA) methods, first proposed by Robbins and Monro in 1951 for root- finding problems, have been widely used in the literature to solve problems arising from stochastic convex optimization, stochastic ...
Stochastic optimization with decisions truncated by random variables and its applications in operations (2017-06-26)We study stochastic optimization problems with decisions truncated by random variables and its applications in operations management. The technical difficulty of these problems is that the optimization problem is not convex ...