32 search results - page 2 / 7 » Sample Average Approximation Methods for a Class of Stochast... |
WSC
2001
13 years 6 months ago
2001
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
FOCS
2005
IEEE
13 years 10 months ago
2005
IEEE
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
DAGSTUHL
2007
13 years 6 months ago
2007
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
CDC
2010
IEEE
13 years 6 days ago
2010
IEEE
Abstract-- In this paper, we consider the distributed computation of equilibria arising in monotone stochastic Nash games over continuous strategy sets. Such games arise in setting...
SIAMCO
2000
13 years 5 months ago
2000
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...