81 search results - page 2 / 17 » The Sample Average Approximation Method for Stochastic Discr... |
APPROX
2005
Springer
13 years 11 months ago
2005
Springer
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
WSC
2001
13 years 7 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...
DAGSTUHL
2007
13 years 7 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...
FOCS
2005
IEEE
13 years 12 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...
CORR
2012
Springer
12 years 2 months ago
2012
Springer
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...