Results 231 to 240 of about 67,878 (263)

Optimization of Market Stochastic Dynamics

SN Operations Research Forum, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Pathwise Optimality in Stochastic Control

SIAM Journal on Control and Optimization, 2000
This paper deals with the pathwise optimality for stochastic control problems over an infinite time horizon. The authors considered the following problems. For an admissible control \(u_t\) and its response \(x^u_t\), the running cost is given by \(J_T(u)=\int^T_0 c(x^u_t,u_t)dt\).
DAI PRA, PAOLO, DI MASI, GIOVANNI BATTISTA, TRIVELLATO, BARBARA   +2 more
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A Stochastic Checkpoint Optimization Problem

SIAM Journal on Computing, 1993
Summary: This paper provides an examination of an abstract moving-server system that models several computer applications, including software debugging and accessing compressed data. In this model, the server moves on the unit interval [0,1], serving requests where they are encountered. The locations of successive requests are not known in advance, but
Edward G. Coffman Jr., Leopold Flatto, Paul E. Wright   +2 more
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Stochastic Optimal Control

1987
In the long history of mathematics, stochastic optimal control is a rather recent development. Using Bellman’s Principle of Optimality along with measure-theoretic and functional-analytic methods, several mathematicians such as H. Kushner, W. Fleming, R. Rishel. W.M. Wonham and J.M.
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Optimal stochastic control

Automatica, 1969
It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated. A brief survey of the problem involved in attempting to formulate and to solve optimal stochastic control problems is discussed along with the corresponding ...
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On the Epiconvergence of Stochastic Optimization Problems

Mathematics of Operations Research, 1999
The problem of strong consistency of sequences of optimal solutions to stochastic optimization problems is considered. This problem is related to a large number of applications including Bayesian decision problems and Monte Carlo simulations, as well as a number of statistical methodologies such as maximum likelihood estimation.
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Smoothed Functionals in Stochastic Optimization

Mathematics of Operations Research, 1983
We consider the problem of finding a global extremum for a nonconvex function by constructing another smoothed function, which has a better “behavior” than the original one. Then, operating only with the smoothed function, we find the global extremum for the original function.
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Optimality functions in stochastic programming

Mathematical Programming, 2011
A stochastic programming problem is considered with nonlinear and possibly non-convex expected value objective and constraint functions. The concept of an optimality function is extended to stochastic programs, and applied to evaluate the quality of a candidate solution by means of confidence intervals.
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Stochastic Optimization for mechanical structures

Mathematical Methods of Operations Research, 1997
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A Data-Driven Approach to Multistage Stochastic Linear Optimization

Management Science, 2023
Dimitris Bertsimas, Shimrit Shtern, Bradley Sturt   +2 more
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