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1
Stochastic Optimization
Berlin, Heidelberg : Springer Berlin Heidelberg, 2006Format: Electronic eBookFull text (Wentworth users only).
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2
Stochastic Optimization Methods Applications in Engineering and Operations Research /
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015Table of Contents: “…Stochastic Optimization Methods -- Optimal Control Under Stochastic Uncertainty -- Stochastic Optimal Open-Loop Feedback Control -- Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) -- Optimal Design of Regulators -- Expected Total Cost Minimum Design of Plane Frames -- Stochastic Structural Optimization with Quadratic Loss Functions -- Maximum Entropy Techniques.…”
3rd ed. 2015.
Format: Electronic eBookFull text (Wentworth users only)
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3
Stochastic Optimization Methods Applications in Engineering and Operations Research /
Cham : Springer International Publishing : Imprint: Springer, 2024Table of Contents: “…Stochastic Optimization Methods -- Solution of Stochastic Linear Programs by Discretization Methods -- Optimal Control under Stochastic Uncertainty -- Random Search Procedures for Global Optimization -- Controlled Random Search under Uncertainty -- Controlled Random Search Procedures for Global Optimization -- Random Search Methods with Multiple Search Points -- Approximation of Feedback Control Systems -- Stochastic Optimal Open-Loop Feedback Control -- Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) -- Machine Learning under stochastic uncertainty -- Stochastic Structural Optimization with quadratic loss functions -- Maximum Entropy Techniques.…”
4th ed. 2024.
Format: Electronic eBookFull text (Wentworth users only)
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4
Stochastic Optimization Methods
Berlin, Heidelberg : Springer Berlin Heidelberg, 2005Table of Contents: “…Basic Stochastic Optimization Methods: Decision/Control Under Stochastic Uncertainty -- Deterministic Substitute Problems in Optimal Decision Under Stochastic Uncertainty -- Differentiation Methods: Differentiation Methods for Probability and Risk Functions -- Deterministic Descent Directions: Deterministic Descent Directions and Efficient Points -- Semi-Stochastic Approximation Methods: RSM-Based Stochastic Gradient Procedures -- Stochastic Approximation Methods with Different Error Variances -- Technical Applications: Approximation of the Probability of Failure/Survival in Plastic Structural Analysis and Optimal Plastic Design.…”
Format: Electronic eBookFull text (Wentworth users only).
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5
Convex and Stochastic Optimization
Cham : Springer International Publishing : Imprint: Springer, 2019Table of Contents: “…1 A convex optimization toolbox -- 2 Semidefinite and semiinfinite programming -- 3 An integration toolbox -- 4 Risk measures -- 5 Sampling and optimizing -- 6 Dynamic stochastic optimization -- 7 Markov decision processes -- 8 Algorithms -- 9 Generalized convexity and transportation theory -- References -- Index. .…”
Format: Electronic eBookFull text (Wentworth users only)
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6
Fuzzy Stochastic Optimization Theory, Models and Applications /
Boston, MA : Springer US, 2012Format: Electronic eBookFull text (Wentworth users only).
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7
Sequential stochastic optimization /
New York : Wiley, 1996Format: Electronic eBookFull text (Wentworth users only)
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8
Multistage Stochastic optimization /
Cham : Springer, 2014Table of Contents: “…Introduction -- The Nested Distance -- Risk and Utility Functionals -- From Data to Models -- Time Consistency -- Approximations and Bounds -- The Problem of Ambiguity in Stochastic Optimization -- Examples.…”
Format: Electronic eBookFull text (Wentworth users only)
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9
Stochastic Optimal Transportation Stochastic Control with Fixed Marginals /
Singapore : Springer Singapore : Imprint: Springer, 2021Table of Contents: “…Introduction -- Chapter 2. Stochastic optimal transportation problem -- Chapter 3. …”
1st ed. 2021.
Format: Electronic eBookFull text (Wentworth users only)
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10
Stochastic optimization in insurance : a dynamic programming approach /
New York, NY : Springer, 2014Format: Electronic eBookFull text (Wentworth users only)
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11
Stochastic Optimization Methods
Berlin, Heidelberg : Springer Berlin Heidelberg, 2008Table of Contents: “…Part I Basic Stochastic Optimization Methods: Decision/Control Under Stochastic Uncertainty -- Deterministic substitute Problems in Optimal Decision -- Under Stochastic Uncertainty -- Part II Differentiation Methods: Differentiation Methods for Probability and Risk Functions -- Part III Deterministic Descent Directions: Deterministic Descent Directions and Efficient Points -- Part IV Semi-Stochastic Approximation Methods: RSM–Based Stochastic Gradient Procedures -- Stochastic Approximation Methods with Changing Error Variances -- Part V Reliability Analysis of Structures/Systems: Computation of probabilities -- Part VI Appendix: Sequences, Series and Products -- Convergence Theorems for Stochastic Sequences -- Tools from Matrix Calculus.…”
Format: Electronic eBookFull text (Wentworth users only).
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12
Stochastic Optimization Models in Finance.
Singapore : World Scientific Publishing Company, 2006
2006th ed.Format: Electronic eBookFull text (Emerson users only)
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13
Stochastic optimization in continuous time /
Cambridge, UK ; New York : Cambridge University Press, 2004Format: Electronic eBookFull text (Emerson users only)
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14
Stochastic Optimal Control of Structures
Singapore : Springer Singapore : Imprint: Springer, 2019Table of Contents: “…Preface -- Introduction -- Theoretical essentials -- PDEM based stochastic optimal control -- Probabilistic criteria of stochastic optimal control -- Generalized optimal control policy -- Stochastic optimal control of nonlinear structures -- Stochastic optimal control of wind-induced comfortability -- Stochastic optimal semi-active control of structures -- Shaking table test of controlled structures -- References -- Appendix A: Mapping from excitation vector to co-state vector -- Appendix B: Statistical linearization based LQG control -- Appendix C: Riccati matrix difference equation and discrete dynamic programming -- Index.…”
1st ed. 2019.
Format: Electronic eBookFull text (Wentworth users only)
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15
Stochastic optimization models in finance /
New York : Academic Press, 1975Table of Contents: “…Front Cover; Stochastic Optimization Models in Finance; Copyright Page; Dedication; Table of Contents; PREFACE; ACKNOWLEDGMENTS; Part I: Mathematical Tools; INTRODUCTION; I. …”
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16
Stochastic optimization models in finance
Hackensack, NJ : World Scientific, 2006
2006 ed.Format: Electronic eBookAccess E-Book
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17
Reinforcement learning and stochastic optimization : a unified framework for sequential decisions /
Hoboken, New Jersey : John Wiley & Sons, Inc, 2022Table of Contents: “…** 166 -- 3.15 Bibliographic Notes 174 -- Exercises 176 -- Bibliography 180 -- 4 Introduction to Stochastic Search 183 -- 4.1 Illustrations of the Basic Stochastic Optimization Problem 185 -- 4.2 Deterministic Methods 188 -- 4.3 Sampled Models 193 -- 4.4 Adaptive Learning Algorithms 202 -- 4.5 Closing Remarks 210 -- 4.6 Bibliographic Notes 210 -- Exercises 212 -- Bibliography 218 -- Part II – Stochastic Search 221 -- 5 Derivative-Based Stochastic Search 223 -- 5.1 Some Sample Applications 225 -- 5.2 Modeling Uncertainty 228 -- 5.3 Stochastic Gradient Methods 231 -- 5.4 Styles of Gradients 237 -- 5.5 Parameter Optimization for Neural Networks* 242 -- 5.6 Stochastic Gradient Algorithm as a Sequential Decision Problem 247 -- 5.7 Empirical Issues 248 -- 5.8 Transient Problems* 249 -- 5.9 Theoretical Performance* 250 -- 5.10 Why Does it Work? …”
First Edition.
Format: Electronic eBookFull text (Wentworth users only)
Full text (Wentworth users only)
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18
Stochastic optimization in continuous time
Cambridge, UK ; New York : Cambridge University Press, 2004Format: Electronic eBookAccess E-Book
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19
Adaptive stochastic optimization techniques with applications /
Boca Raton, Florida : CRC Press, 2016Format: Electronic eBookFull text (WIT users only)
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20
Stochastic Analysis, Filtering, and Stochastic Optimization A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Cham : Springer International Publishing : Imprint: Springer, 2022
1st ed. 2022.Format: Electronic eBookFull text (Wentworth users only)