Lecture Notes in Control and Information Sciences - Stochastic Optimization
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer-Verlag

3540166599

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Extremum problems depending on a random parameter

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007133 ◽

2005 ◽

pp. 585-590

Author(s):

E. Tamm

Keyword(s):

Random Parameter ◽

Extremum Problems

Download Full-text

Stochastic optimization techniques for finding optimal submeasures

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007112 ◽

2005 ◽

pp. 351-363 ◽

Cited By ~ 3

Author(s):

A. Gaivoronski

Keyword(s):

Stochastic Optimization ◽

Optimization Techniques

Download Full-text

Estimation of parameters and control of systems with unknown parameters

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007089 ◽

2005 ◽

pp. 118-126

Author(s):

S.Ya. Mahno

Keyword(s):

Estimation Of Parameters ◽

Unknown Parameters ◽

And Control

Download Full-text

Reduction of risk using a differentiated approach

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007125 ◽

2005 ◽

pp. 496-500

Author(s):

I. Petersen

Download Full-text

On stochastic programming in hilbert space

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007124 ◽

2005 ◽

pp. 487-495

Author(s):

N. M. Novikova

Keyword(s):

Hilbert Space ◽

Stochastic Programming

Download Full-text

Recursive stochastic gradient procedures in the presence of dependent noise

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007128 ◽

2005 ◽

pp. 522-533

Author(s):

A. S. Poznyak

Keyword(s):

Stochastic Gradient

Download Full-text

Growth rates and optimal paths in stochastic models of expanding economies

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007132 ◽

2005 ◽

pp. 576-584

Author(s):

A. D. Slastinikov ◽

E. L. Presman

Keyword(s):

Growth Rates ◽

Stochastic Models ◽

Optimal Paths

Download Full-text

On lexicographical optimality criteria in controlled markov chains

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007092 ◽

2005 ◽

pp. 148-156

Author(s):

G. I. Mirzashvili

Keyword(s):

Markov Chains ◽

Optimality Criteria ◽

Controlled Markov Chains

Download Full-text

Expected value versus probability of ruin strategies

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007121 ◽

2005 ◽

pp. 448-456

Author(s):

L. C. MacLean ◽

W. T. Ziemba

Keyword(s):

Expected Value ◽

Probability Of Ruin

Download Full-text

Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007101 ◽

2005 ◽

pp. 247-257 ◽

Cited By ~ 2

Author(s):

Ya. I. Al'ber ◽

S. V. Shil'man

Keyword(s):

Stochastic Programming ◽

Convergence Rate ◽

Asymptotic Estimation

Download Full-text

Lecture Notes in Control and Information Sciences - Stochastic OptimizationLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

Extremum problems depending on a random parameter

Stochastic optimization techniques for finding optimal submeasures

Estimation of parameters and control of systems with unknown parameters

Reduction of risk using a differentiated approach

On stochastic programming in hilbert space

Recursive stochastic gradient procedures in the presence of dependent noise

Growth rates and optimal paths in stochastic models of expanding economies

On lexicographical optimality criteria in controlled markov chains

Expected value versus probability of ruin strategies

Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate

Lecture Notes in Control and Information Sciences - Stochastic Optimization
Latest Publications