Stochastic Trust Region Inexact Newton Method

BOOK CHAPTER published 18 October 2021 in Stochastic Optimization for Large-scale Machine Learning

Authors: Vinod Kumar Chauhan

Solutions of the Simple Recourse Problem

BOOK CHAPTER published 1995 in Stochastic Programming

Authors: András Prékopa

Mini-batch Block-coordinate Newton Method

BOOK CHAPTER published 18 October 2021 in Stochastic Optimization for Large-scale Machine Learning

Authors: Vinod Kumar Chauhan

Multistage stochastic programs with block-separable recourse

BOOK CHAPTER published 1986 in Mathematical Programming Studies

Authors: François V. Louveaux

Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications

BOOK CHAPTER published 1986 in Mathematical Programming Studies

Authors: Jinde Wang

Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

BOOK CHAPTER published 1986 in Mathematical Programming Studies

Authors: John R. Birge | Roger J.-B. Wets

Inexact stochastic dynamic programming method and application to water resources management in Shandong China under uncertainty

JOURNAL ARTICLE published July 2013 in Stochastic Environmental Research and Risk Assessment

Authors: J. J. Gu | P. Guo | G. H. Huang

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

An alternating method for stochastic linear programming with simple recourse

BOOK CHAPTER published 1986 in Mathematical Programming Studies

Authors: Liqun Qi

Nonlinear Programming Techniques Applied to Stochastic Programs with Recourse

BOOK CHAPTER published 1988 in Springer Series in Computational Mathematics

Authors: L. Nazareth | R. J-B Wets

A Proposed Standard Input Format for Computer Codes which Solve Stochastic Programs with Recourse

BOOK CHAPTER published 1988 in Springer Series in Computational Mathematics

Authors: J. Edwards

An inexact programming method for agricultural irrigation systems under parameter uncertainty

JOURNAL ARTICLE published August 2009 in Stochastic Environmental Research and Risk Assessment

Authors: H. W. Lu | G. H. Huang | L. He

Bounds for and Approximations to Stochastic Linear Programs with Recourse — Tutorial —

BOOK CHAPTER published 1998 in Stochastic Programming Methods and Technical Applications

Authors: P. Kall

Planning hydroelectric resources with recourse-based multistage interval-stochastic programming

JOURNAL ARTICLE published January 2009 in Stochastic Environmental Research and Risk Assessment

Authors: B. Luo | D. C. Zhou

Green formulas in anticipating stochastic calculus

JOURNAL ARTICLE published May 1995 in Stochastic Processes and their Applications

Authors: Rosario Delgado | Marta Sanz-Solé

Finite Element Method

BOOK CHAPTER published 15 October 2012 in Stochastic Dynamics of Marine Structures

Time discretization of ornsteinuhlenbeck equations and stochastic navier-stokes equations with a generalized noise

JOURNAL ARTICLE published November 1995 in Stochastics and Stochastic Reports

Authors: Franco Flandoli | Vincenzo M. Tortorelli

An inexact joint-probabilistic programming method for risk assessment in water resources allocation

JOURNAL ARTICLE published July 2015 in Stochastic Environmental Research and Risk Assessment

Authors: X. W. Zhuang | Y. P. Li | G. H. Huang | X. T. Zeng

The stochastic Wick-type Burgers equation

BOOK CHAPTER published 13 July 1995 in Stochastic Partial Differential Equations

Authors: H. Holden | T. Lindstrøm | B. Øksendal | J. Ubøe | T. -S. Zhang

An inexact inventory-theory-based chance-constrained programming model for solid waste management

JOURNAL ARTICLE published December 2014 in Stochastic Environmental Research and Risk Assessment

Authors: XiuJuan Chen | GuoHe Huang | MeiQin Suo | Hua Zhu | Cong Dong