Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

Stochastic multi-stage optimization: at the crossroads between discrete time stochastic control and stochastic programming

Carpentier, Pierre
Chancelier, Jean-Philippe
Cohen, Guy
De Lara, Michel

January 2015

The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...

Stochastic Optimization Fall 2014 Administrative Info

Instructor Anton
J. Kleywegt

March 2015

The course covers a variety of topics in stochastic optimization. To begin with, some ap-proaches to...

From Wolfram’s MathWorld

Dr. James Chrissis
Stochastic Optimization

January 2010

• Stochastic optimization refers to the minimization (or maximization) of a function in the presence...

Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

Mc Laughlin, Stephen
Pereyra, Marcelo Alejandro
Hero, Alfred O.
Tourneret, Jean-Yves
Pesquet, Jean-Christophe

January 2016

International audienceThe papers in this special issue seek to report cutting edge research on stoch...

A Survey of Stochastic Simulation and Optimization Methods in Signal Processing

Pereyra, Marcelo Alejandro
Schniter, Philip
Chouzenoux, Emilie
Pesquet, Jean-Christophe
Tourneret, Jean-Yves
Hero, Alfred O.
Mclaughlin, Steve

November 2015

International audienceModern signal processing (SP) methods rely very heavily on probability and sta...

Handbook of simulation optimization

Fu, Michael C

January 2014

The Handbook of Simulation Optimization presents an overview of the state of the art of simulation o...

Stochastic Optimization

April 2021

Stochastic Optimization Algorithms have become essential tools in solving a wide range of difficult ...

Proceedings of the 1998 Winter Simulation Conference

Medeiros Watson Carson
D. J. Medeiros
E. F. Watson
J. S. Carson
M. S. Manivannan

January 2008

We present a review of methods for optimizing stochastic systems using simulation. The focus is on g...

Stochastic optimization

Schneider, Johannes J
Kirkpatrick, Scott

January 2007

This book addresses stochastic optimization procedures in a broad manner. The first part offers an o...

Stochastic Systems: Modeling, Optimization, and Applications

He, Shuping
Park, Ju H
Shen, Hao
Wu, Zhengguang
Dai, Hongsheng

January 2014

The special issue of Mathematical Problems in Engineering deals with the issues of modeling, optimiz...

On the Investigation of Stochastic Global Optimization Algorithms

Baritompa, B.
Hendrix, E.M.T.

January 2005

This discussion paper for the SGO 2001 Workshop considers the process of investigating stochastic gl...

Stochastic programming: optimization when uncertainty matters

Julia L. Higle

January 2005

Abstract Stochastic Programming (SP) was first introduced by George Dantzig in the 1950’s. Since tha...

Stochastic optimization methods

Marti, Kurt

January 2008

Optimization problems arising in practice involve random model parameters. This book features many i...

Optimization of Simulation Models and other Complex Problems with Stochastic Gradient Methods

Gaivoronski, A.
Ermoliev, Y.

January 2023

In this chapter, we describe, the structure of the stochastic optimization solver SQG (Stochastic Qu...

A stochastic modelling approach to multiscale signal processing

Chou, Kenneth C. (Kenneth Chien-ko)

January 1991

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer...

Stochastic multi-stage optimization: at the crossroads between discrete time stochastic control and stochastic programming

Carpentier, Pierre
Chancelier, Jean-Philippe
Cohen, Guy
De Lara, Michel

January 2015

The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...

Stochastic Optimization Fall 2014 Administrative Info

Instructor Anton
J. Kleywegt

March 2015

The course covers a variety of topics in stochastic optimization. To begin with, some ap-proaches to...

From Wolfram’s MathWorld

Dr. James Chrissis
Stochastic Optimization

January 2010

• Stochastic optimization refers to the minimization (or maximization) of a function in the presence...

Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

Mc Laughlin, Stephen
Pereyra, Marcelo Alejandro
Hero, Alfred O.
Tourneret, Jean-Yves
Pesquet, Jean-Christophe

January 2016

International audienceThe papers in this special issue seek to report cutting edge research on stoch...

A Survey of Stochastic Simulation and Optimization Methods in Signal Processing

Pereyra, Marcelo Alejandro
Schniter, Philip
Chouzenoux, Emilie
Pesquet, Jean-Christophe
Tourneret, Jean-Yves
Hero, Alfred O.
Mclaughlin, Steve

November 2015

International audienceModern signal processing (SP) methods rely very heavily on probability and sta...

Handbook of simulation optimization

Fu, Michael C

January 2014

The Handbook of Simulation Optimization presents an overview of the state of the art of simulation o...

Stochastic Optimization

April 2021

Stochastic Optimization Algorithms have become essential tools in solving a wide range of difficult ...

Proceedings of the 1998 Winter Simulation Conference

Medeiros Watson Carson
D. J. Medeiros
E. F. Watson
J. S. Carson
M. S. Manivannan

January 2008

We present a review of methods for optimizing stochastic systems using simulation. The focus is on g...

Stochastic optimization

Schneider, Johannes J
Kirkpatrick, Scott

January 2007

This book addresses stochastic optimization procedures in a broad manner. The first part offers an o...

Stochastic Systems: Modeling, Optimization, and Applications

He, Shuping
Park, Ju H
Shen, Hao
Wu, Zhengguang
Dai, Hongsheng

January 2014

The special issue of Mathematical Problems in Engineering deals with the issues of modeling, optimiz...

On the Investigation of Stochastic Global Optimization Algorithms

Baritompa, B.
Hendrix, E.M.T.

January 2005

This discussion paper for the SGO 2001 Workshop considers the process of investigating stochastic gl...

Stochastic programming: optimization when uncertainty matters

Julia L. Higle

January 2005

Abstract Stochastic Programming (SP) was first introduced by George Dantzig in the 1950’s. Since tha...

Stochastic optimization methods

Marti, Kurt

January 2008

Optimization problems arising in practice involve random model parameters. This book features many i...

Optimization of Simulation Models and other Complex Problems with Stochastic Gradient Methods

Gaivoronski, A.
Ermoliev, Y.

January 2023

In this chapter, we describe, the structure of the stochastic optimization solver SQG (Stochastic Qu...

A stochastic modelling approach to multiscale signal processing

Chou, Kenneth C. (Kenneth Chien-ko)

January 1991

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer...

Stochastic multi-stage optimization: at the crossroads between discrete time stochastic control and stochastic programming

Carpentier, Pierre
Chancelier, Jean-Philippe
Cohen, Guy
De Lara, Michel

January 2015

The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...

Stochastic Optimization Fall 2014 Administrative Info

Instructor Anton
J. Kleywegt

March 2015

The course covers a variety of topics in stochastic optimization. To begin with, some ap-proaches to...

From Wolfram’s MathWorld

Dr. James Chrissis
Stochastic Optimization

January 2010

• Stochastic optimization refers to the minimization (or maximization) of a function in the presence...

Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

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Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

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