Implementable Algorithm for Stochastic Optimization Using Sample Average Approximations
暂无分享,去创建一个
[1] D. Pollard. Convergence of stochastic processes , 1984 .
[2] Yuri Ermoliev,et al. Numerical techniques for stochastic optimization , 1988 .
[3] Yuri Ermoliev,et al. Stochastic quasigradient methods. Numerical techniques for stochastic optimization , 1988 .
[4] Pierre Priouret,et al. Adaptive Algorithms and Stochastic Approximations , 1990, Applications of Mathematics.
[5] Julia L. Higle,et al. Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse , 1991, Math. Oper. Res..
[6] G. Infanger,et al. Planning under uncertainty solving large-scale stochastic linear programs , 1992 .
[7] R. Tyrrell Rockafellar,et al. Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming , 1993, Math. Oper. Res..
[8] John Dalsgaard Sørensen,et al. Reliability-Based Optimization in Structural Engineering , 1994 .
[9] Henrik O. Madsen,et al. Structural Reliability Methods , 1996 .
[10] Elijah Polak,et al. Optimization: Algorithms and Consistent Approximations , 1997 .
[11] Kurt Marti,et al. Solving stochastic structural optimization problems by RSM-based stochastic approximation methods — gradient estimation in case of intermediate variables , 1997, Math. Methods Oper. Res..
[12] Virginia Torczon,et al. Using approximations to accelerate engineering design optimization , 1998 .
[13] J Figueira,et al. Stochastic Programming , 1998, J. Oper. Res. Soc..
[14] Alexander Shapiro,et al. A simulation-based approach to two-stage stochastic programming with recourse , 1998, Math. Program..
[15] John M. Wilson,et al. Introduction to Stochastic Programming , 1998, J. Oper. Res. Soc..
[16] G. I. Schuëller,et al. Some Basic Principles of Reliability-Based Optimization (RBO) of Structures and Mechanical Components , 1998 .
[17] David P. Morton,et al. Monte Carlo bounding techniques for determining solution quality in stochastic programs , 1999, Oper. Res. Lett..
[18] Armen Der Kiureghian,et al. On an Approach to Optimization Problems with a Probabilistic Cost and or Constraints , 2000 .
[19] Alexander Shapiro,et al. Stochastic programming by Monte Carlo simulation methods , 2000 .
[20] Rüdiger Rackwitz,et al. Optimal design under time-variant reliability constraints , 2000 .
[21] Johannes O. Royset,et al. Reliability-based optimal structural design by the decoupling approach , 2001, Reliab. Eng. Syst. Saf..
[22] Grigoriy Tretiakov. Stochastic quasi-gradient algorithms for maximization of the probability function. A new formula for the gradient of the probability function , 2002 .
[23] Takashi Kashima,et al. Reliability-based optimization of rail inspection , 2004 .