Probabilistic and Randomized Methods for Design under Uncertainty
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Optimization of Risk Measures

2006 ◽  
pp. 119-157 ◽  
Author(s):  
Andrzej Ruszczyński ◽  
Alexander Shapiro
Keyword(s):  
Risk Measures

Theoretical Framework for Comparing Several Stochastic Optimization Approaches

2006 ◽  
pp. 99-117 ◽  
Author(s):  
James C. Spall ◽  
Stacy D. Hill ◽  
David R. Stark
Keyword(s):  
Stochastic Optimization ◽  
Theoretical Framework

scholarly journals Probabilistic Control of Nonlinear Uncertain Systems

2006 ◽  
pp. 381-414 ◽  
Author(s):  
Qian Wang ◽  
Robert F. Stengel
Keyword(s):  
Uncertain Systems ◽  
Nonlinear Uncertain Systems

scholarly journals Scenario Approximations of Chance Constraints

2006 ◽  
pp. 3-47 ◽  
Author(s):  
Arkadi Nemirovski ◽  
Alexander Shapiro
Keyword(s):  
Chance Constraints

Randomized Algorithms for Semi-Infinite Programming Problems

2006 ◽  
pp. 243-261 ◽  
Author(s):  
Vladislav B. Tadić ◽  
Sean P. Meyn ◽  
Roberto Tempo
Keyword(s):  
Randomized Algorithms ◽  
Infinite Programming

scholarly journals Sampling Random Transfer Functions

2006 ◽  
pp. 331-363 ◽  
Author(s):  
Constantino M. Lagoa ◽  
Xiang Li ◽  
Maria Cecilia Mazzaro ◽  
Mario Sznaier
Keyword(s):  
Transfer Functions
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