In this paper, we study an adaptive random search method based on continuous action-set learning automaton for solving stochastic optimization problems in which only the noisecorr...
Simulated annealing (SA) and deterministic continuation are well-known generic approaches to global optimization. Deterministic continuation is computationally attractive but produ...
In continuous black-box optimization, various stochastic local search techniques are often employed, with various remedies for fighting the premature convergence. This paper surve...
Several population-based methods (with origins in the world of evolutionary strategies and estimation-of-distribution algorithms) for black-box optimization in continuous domains ...
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...