Extensions of Stochastic Optimization Results from Problems with Simple to Problems with Complex Failure Probability Functions
暂无分享,去创建一个
[1] Leonidas Sakalauskas,et al. Nonlinear stochastic programming by Monte-Carlo estimators , 2002, Eur. J. Oper. Res..
[2] Jason H. Goodfriend,et al. Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method , 1995 .
[3] Elijah Polak,et al. Optimization: Algorithms and Consistent Approximations , 1997 .
[4] Jon A. Wellner,et al. Weak Convergence and Empirical Processes: With Applications to Statistics , 1996 .
[5] A. Shapiro. Asymptotic Properties of Statistical Estimators in Stochastic Programming , 1989 .
[6] Stan Uryasev,et al. Derivatives of probability functions and some applications , 1995, Ann. Oper. Res..
[7] Armen Der Kiureghian,et al. Optimal design with probabilistic objective and constraints , 2006 .
[8] Yorai Wardi,et al. Convergence Analysis of Stochastic Algorithms , 1996, Math. Oper. Res..
[9] K. Marti. Stochastic Optimization Methods , 2005 .
[10] Pierre Priouret,et al. Adaptive Algorithms and Stochastic Approximations , 1990, Applications of Mathematics.
[11] István Deák,et al. Three digit accurate multiple normal probabilities , 1980 .
[12] Peter Kall,et al. Stochastic Programming , 1995 .
[13] P. Bjerager. Probability Integration by Directional Simulation , 1988 .
[14] Defeng Sun,et al. First-Order Algorithms for Generalized Semi-Infinite Min-Max Problems , 1999, Comput. Optim. Appl..
[15] Yuri M. Ermoliev. Stochastic Quasigradient Methods , 2009, Encyclopedia of Optimization.
[16] Henrik O. Madsen,et al. Structural Reliability Methods , 1996 .
[17] M. Talagrand,et al. Probability in Banach spaces , 1991 .
[18] Kurt Marti. Differentiation formulas for probability functions: The transformation method , 1996, Math. Program..
[19] Ove Ditlevsen,et al. Solution of a class of load combination problems by directional simulation , 1986 .