Bounding the expected approximation error in stochastic linear programming with complete fixed recourse

BOOK CHAPTER published in System Modelling and Optimization

Authors: Carlos Bouza Herrera

Optimal control of stochastic integral equations

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Authors: L. E. Shaikhet

Discretization and markov modeling of a state variable in dynamic programming

BOOK CHAPTER published in System Modelling and Optimization

Authors: Marie Moatti

Uniform Bounds for a Dynamic Programming Model under Adaptive Control Using Exponentially Bounded Error Probabilities

BOOK CHAPTER published 1983 in Mathematical Learning Models — Theory and Algorithms

Authors: Michael Kolonko

A method of feasible directions for solving nonsmooth stochastic programming problems

BOOK CHAPTER published 1986 in Lecture Notes in Control and Information Sciences

Authors: Andrzej Ruszczyński

Freeway incident detection based on stochastic dynamic models of traffic variables

BOOK CHAPTER published in System Modeling and Optimization

Authors: Samir A. Ahmed

Limit theorems for processes generated by stochastic optimization algorithms

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Authors: V. V. Anisimov

Minimal time detection of parameter change in a counting process

BOOK CHAPTER published 1986 in Lecture Notes in Control and Information Sciences

Authors: A. V. Balakrishnan

Algorithms based upon generalized linear programming for stochastic programs with recourse

BOOK CHAPTER published 1986 in Lecture Notes in Control and Information Sciences

Authors: J. L. Nazareth

Real-time Robust Optimal Trajectory Planning of Industrial Robots

BOOK CHAPTER published 2004 in Lecture Notes in Economics and Mathematical Systems

Authors: Andreas Aurnhammer | Kurt Marti

Integral representation and rezolvent methods for solving of Linear Stochastic programming problems of large dimensions

BOOK CHAPTER published in System Modelling and Optimization

Authors: Vyacheslav L. Girko

Random optimization and stochastic programming

BOOK CHAPTER published 1970 in Colloquium on Methods of Optimization

Authors: Ju. Ermoliev

Stochastic Optimization of Risk Functions via Parametric Smoothing

BOOK CHAPTER published 2004 in Lecture Notes in Economics and Mathematical Systems

Authors: Yuri Ermoliev | Vladimir Norkin

Guiding Stochastic Search by Dynamic Learning of the Problem Topography

BOOK CHAPTER published in Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems

Authors: Yehuda Naveh

Continuity and Stability in Two-Stage Stochastic Integer Programming

BOOK CHAPTER published 1992 in Lecture Notes in Economics and Mathematical Systems

Authors: Rüdiger Schultz

A feasible solution to dynamic team problems with a common past and application to decentralized dynamic routing

BOOK CHAPTER published 1986 in Lecture Notes in Control and Information Sciences

Authors: G. Casalino | F. Davoli | R. Minciardi | R. Zoppoli

Approximation and Optimization for Stochastic Networks

BOOK CHAPTER published 2004 in Lecture Notes in Economics and Mathematical Systems

Authors: Julien Granger | Ananth Krishnamurthy | Stephen M. Robinson

The duality between expected utility and penalty in stochastic linear programming

BOOK CHAPTER published 1986 in Lecture Notes in Control and Information Sciences

Authors: Aharon Ben-Tal | Marc Teboulle

Dynamic Stochastic Optimization Problems in the Framework of Forecast and Decision Horizons

BOOK CHAPTER published 1988 in Advances in Optimization and Control

Authors: S. P. Sethi | C. Bes

On the recursive estimation of stochastic and time-varying parameters in econometric systems

BOOK CHAPTER published in Optimization Techniques

Authors: Kurt Brännäs | Anders Westlund