RECENT RESULTS IN STOCHASTIC DYNAMIC OPTIMIZATION

被引:0
|
作者
HINDERER, K [1 ]
机构
[1] UNIV HAMBURG, INST MATH STOCHASTIK, ROTHENBAUMCHAUSSEE 45, 2 HAMBURG, FED REP GER
来源
关键词
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:16 / 26
页数:11
相关论文
共 50 条
  • [1] OPTIMIZATION OF STOCHASTIC DISCRETE EVENT DYNAMIC-SYSTEMS - A SURVEY OF SOME RECENT RESULTS
    GAIVORONSKI, AA
    LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, 1992, 374 : 24 - 44
  • [2] DYNAMIC STOCHASTIC OPTIMIZATION
    Wilson, Craig
    Veeravalli, Venugopal
    Nedic, Angelia
    2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2014, : 173 - 178
  • [3] STOCHASTIC DYNAMIC OPTIMIZATION WITH DISCOUNTED STOCHASTIC DOMINANCE CONSTRAINTS
    Dentcheva, Darinka
    Ruszczynski, Andrzej
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2008, 47 (05) : 2540 - 2556
  • [4] Stochastic optimization with dynamic probabilistic forecasts
    Peter Tankov
    Laura Tinsi
    Annals of Operations Research, 2024, 336 : 711 - 747
  • [5] DYNAMIC AND STOCHASTIC OPTIMIZATION OF TRANSPORT NETWORKS
    GARLIAUSKAS, A
    BURKAUSKAS, A
    LESINSKAS, G
    VYGOVSKAYA, R
    LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 84 : 254 - 263
  • [6] Dynamic Programming in Convex Stochastic Optimization
    Pennanen, Teemu
    Perkkioe, Ari-Pekka
    JOURNAL OF CONVEX ANALYSIS, 2023, 30 (04) : 1241 - 1283
  • [7] Stochastic Location Optimization in a Dynamic Environment
    Guo, Hongliang
    Dong, Yubo
    Ho, Shen-Shyang
    23RD ACM SIGSPATIAL INTERNATIONAL CONFERENCE ON ADVANCES IN GEOGRAPHIC INFORMATION SYSTEMS (ACM SIGSPATIAL GIS 2015), 2015,
  • [8] Stochastic optimization with dynamic probabilistic forecasts
    Tankov, Peter
    Tinsi, Laura
    ANNALS OF OPERATIONS RESEARCH, 2024, 336 (1-2) : 711 - 747
  • [9] Recent trends in metaheuristics for stochastic combinatorial optimization
    Gutjahr, Walter J.
    OPEN COMPUTER SCIENCE, 2011, 1 (01): : 58 - 66
  • [10] Dynamic stochastic approximation for multi-stage stochastic optimization
    Guanghui Lan
    Zhiqiang Zhou
    Mathematical Programming, 2021, 187 : 487 - 532