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Everything about Stochastic optimization
Optimization method
Stochastic optimization (SO) are optimization methods that generate and use random variables. For stochastic optimization problems, the objective functions or constraints are random. Stochastic optimization also include methods with random iterates. Some hybrid methods use random iterates to solve stochastic problems, combining both meanings of stochastic optimization. Stochastic optimization methods generalize deterministic methods for deterministic problems. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Stochastic optimizationA 5-minute orientation
- Skim a recent paper: Distributionally Robust Stochastic Optimization with Wasserstein DistanceInfluential work since 2022
- Pick up a classic book: Introduction to stochastic modelsThe most-reprinted book on the subject
- Read the landmark paper: Non-Stationary Stochastic OptimizationCited 251 times
- Go sideways: Global optimizationA closely related topic
- Go sideways: Simulated annealingA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Non-Stationary Stochastic Optimization
Intrinsic optimization using stochastic nanomagnets
Quantum stochastic optimization
Stochastic Optimization: a Review
Stochastic Discrete Optimization
Design optimization of stochastic flexibility
On fuzzy stochastic optimization
Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
🆕 Influential since 2022
📚 Books worth reading
Introduction to stochastic modelsMarius Iosifescu · 2010
Particle Swarm OptimizationMaurice Clerc · 2006- 📕Stochastic Optimization MethodsKurt Marti · 2005
- 📕Mathematical Modeling and Computation of Real-Time ProblemsRakhee Kulshrestha, Chandra Shekhar · 2020
Stochastic programmingGAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications" (2nd 1993 Hochschule der Bundeswehr München), Kurt Marti · 1995
Applied Simulation and OptimizationMiguel Mujica Mota, Idalia Flores De La Mota · 2015
Online stochastic combinatorial optimizationPascal Van Hentenryck, Russell Bent · 2006
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDENizar Touzi · 2012
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
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