An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time

Mathematics of Operations Research - United States
doi 10.1287/moor.1080.0369
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Related search

An Approximation Scheme for a Class of Risk-Averse Stochastic Equilibrium Problems

Mathematical Programming, Series B
MathematicsSoftware
2016English

Logic-Based Outer-Approximation Algorithm for Solving Discrete-Continuous Dynamic Optimization Problems

Industrial & Engineering Chemistry Research
ChemistryChemical EngineeringManufacturing EngineeringIndustrial
2014English

An Approximation Scheme for Stochastic Linear Programming and Its Application to Stochastic Integer Programs

Journal of the ACM
ControlSystems EngineeringInformation SystemsHardwareArchitectureArtificial IntelligenceSoftware
2006English

Identification of Continuous-Time Hammerstein Systems by Simultaneous Perturbation Stochastic Approximation

Expert Systems with Applications
EngineeringComputer Science ApplicationsArtificial Intelligence
2016English

Improved Approximation Results for Stochastic Knapsack Problems

2011English

A Stochastic Continuous Optimization Backend for MiniZinc With Applications to Geometrical Placement Problems

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2016English

Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space

INFORMS Journal on Computing
Management ScienceComputer Science ApplicationsInformation SystemsOperations ResearchSoftware
2018English

Breaking Quadratic Time for Small Vertex Connectivity and an Approximation Scheme

2019English

Continuous-Time Stochastic Games

Games and Economic Behavior
EconomicsEconometricsFinance
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy