Stochastic perturbation methods can be applied to problems for which either the objective function is represented analytically, or the objective function is the result of a simula...
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
Semidiscrete finite element approximation of the linear stochastic wave equation with additive noise is studied in a semigroup framework. Optimal error estimates for the determinis...
Efficient design of wireless networks requires implementation of cross-layer algorithms that exploit channel state information. Capitalizing on convex optimization and stochastic...
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strate...