Results 21 to 30 of about 11,667,970 (301)
Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization [PDF]
, 2014 In this paper we study optimization problems with multivariate stochastic dominance constraints where the underlying functions are not necessarily linear. These problems are important in multicriterion decision making, since each component of vectors can
Xu, Huifu +2 more
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Multi-element stochastic reduced basis methods [PDF]
, 2007 This paper presents mutli-element Stochastic Reduced Basis Methods (ME-SRBMs) for solving linear stochastic partial differential equations. In ME-SRBMs, the domain of definition of the random inputs is decomposed into smaller subdomains or random ...
Surya Mohan, P. +5 more
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Proposition of a method for stochastic analysis of value streams [PDF]
, 2020 This article aims at proposing a method to stochastically analyze values streams taking into consideration the effect of critical uncertainty sources on lead time.
Luz, G. +4 more
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Stochastic Method of Discounted Cash Flows
Статистика и экономика, 2021 The method of discounted cash flows (DCF) is one of the main and popular methods of economic assessment of business, which is used all over the world.
A. A. Solodov
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Bioscience Journal, 2017 The economic viability of feedlot zebu bulls, slaughtered at 450 kg after 90 days of feeding with diets consisting of different proportions of concentrate in dry matter (40, 60 or 80%), was estimated using Monte Carlo simulations, with or without the ...
Rodrigo Medeiros da Silva +6 more
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Stochastic Variational Method for Viscous Hydrodynamics
Physics, 2022 In this short review, we focus on some of the subjects, related to J. Cleymans’ pioneering contribution of statistical approaches to the particle production process in heavy-ion collisions.
Takeshi Kodama, Tomoi Koide
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Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization [PDF]
SIAM Journal on Optimization, 2017 published in SIAM Journal on ...
Xiao Wang +3 more
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A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus
Advances in Difference Equations, 2019 This article represents a numerical analysis for a stochastic dengue epidemic model with incubation period of virus. We discuss the comparison of solutions between the stochastic dengue model and a deterministic dengue model. In this paper, we have shown
Ali Raza +2 more
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Penalty methods with stochastic approximation for stochastic nonlinear programming [PDF]
Mathematics of Computation, 2016 In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via calls to a stochastic first-order or zeroth-order oracle.
Xiao Wang, Shiqian Ma, Ya-Xiang Yuan
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Efficiency of the stochastic approximation method [PDF]
Yugoslav Journal of Operations Research, 2012 The practical aspect of the stochastic approximation method (SA) is studied. Specifically, we investigated the efficiency depending on the coefficients that generate the step length in optimization algorithm, as well as the efficiency depending on the
Japundžić Miloš
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