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Stochastic Optimization Methods

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  • Kurt Marti

    (Federal Armed Forces University Munich)

Abstract

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Suggested Citation

  • Kurt Marti, 2005. "Stochastic Optimization Methods," Springer Books, Springer, number 978-3-540-26848-2, June.
    • Handle: RePEc:spr:sprbok:978-3-540-26848-2
    DOI: 10.1007/b138181
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    Citations

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    Cited by:

    1. Benjamin Lev, 2005. "Book Reviews," Interfaces, INFORMS, vol. 35(5), pages 436-444, October.
    2. Rockafellar, R.T. & Royset, J.O., 2010. "On buffered failure probability in design and optimization of structures," Reliability Engineering and System Safety, Elsevier, vol. 95(5), pages 499-510.
    3. Huiping Yuan & Stephen M. Miller & Langnan Chen, 2011. "The Optimality And Controllability Of Monetary Policy Through Delegation With Consistent Targets," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 82-106, February.
    4. Huiping Yuan & Stephen M. Miller & Langnan Chen, 2011. "The Optimality And Controllability Of Monetary Policy Through Delegation With Consistent Targets," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 82-106, February.
    5. Dienstknecht, Michael & Briskorn, Dirk, 2024. "Sharing in construction projects — On determining optimal container assignments for the on-site accommodation of trades," European Journal of Operational Research, Elsevier, vol. 315(1), pages 324-337.
    6. Huiping Yuan & Stephen M. Miller, 2006. "The Making of Optimal and Consistent Policy: An Implementation Theory Framework for Monetary Policy," Working papers 2006-06, University of Connecticut, Department of Economics, revised Jan 2009.
    7. J. O. Royset & E. Polak, 2007. "Extensions of Stochastic Optimization Results to Problems with System Failure Probability Functions," Journal of Optimization Theory and Applications, Springer, vol. 133(1), pages 1-18, April.
    8. Zhenyu Ming & Liping Zhang & Liqun Qi, 2020. "Expected residual minimization method for monotone stochastic tensor complementarity problem," Computational Optimization and Applications, Springer, vol. 77(3), pages 871-896, December.
    9. Vladimir Korotin & Arseniy Ulchenkov & Rustam Islamov, 2017. "Debt Portfolio Management for an Oil Company Under Oil Price Uncertainty," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 289-306, February.
    10. Tatiana Ermolieva & Petr Havlik & Yuri Ermoliev & Nikolay Khabarov & Michael Obersteiner, 2021. "Robust Management of Systemic Risks and Food-Water-Energy-Environmental Security: Two-Stage Strategic-Adaptive GLOBIOM Model," Sustainability, MDPI, vol. 13(2), pages 1-16, January.
    11. Kenji Hamatani & Masao Fukushima, 2011. "Pricing American options with uncertain volatility through stochastic linear complementarity models," Computational Optimization and Applications, Springer, vol. 50(2), pages 263-286, October.

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