Stochastic Optimization Methods

By K. Marti. 2015

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Optimization under uncertainty with applications to design of truss structures (2008, background): “Problem (7) is a classical stochastic optimization problem, and it has been extensively treated in the literature (see, for instance, Kushner and Yin 2003; Marti 2005; Ruszczy´nski and Shapiro 2003, and the references therein).”
False data injection attacks with incomplete information against smart power grids (2012, methodology): “, using scenario generation as explained in [13].”
Extensions of Stochastic Optimization Results to Problems with System Failure Probability Functions (2007, background): “In [14] (see also [8]), an integral transformation is presented, which, when it exists, leads to a simple formula for ∇p(x).”
Disease Diagnosis in Smart Healthcare: Innovation, Technologies and Applications (2017, methodology): “Trivial solutions include: (i) applying parameter estimation to replace the unknown parameters (nevertheless, the performance of the system is lowered); and (ii) online input correction of the system (this is generally time-consuming and has increased costs) [18].”