Search Results - "stochastic root finding"
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1
Authors: et al.
Source: Operations Research. 72:2612-2630
Subject Terms: FOS: Computer and information sciences, Probability (math.PR), central limit theorem, 0211 other engineering and technologies, Mathematical programming, 02 engineering and technology, stochastic optimization, 01 natural sciences, Methodology (stat.ME), adaptive algorithms, importance sampling, Optimization and Control (math.OC), FOS: Mathematics, stochastic root finding, 0101 mathematics, quantile estimation, Mathematics - Optimization and Control, Monte Carlo simulation, Statistics - Methodology, Mathematics - Probability
File Description: application/xml
Access URL: http://arxiv.org/abs/2102.10631
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2
Authors:
Source: European Journal of Operational Research. 286(2)
Subject Terms: Simulation, Stochastic root-finding, Simulation metamodeling, Uncertainty quantification, stat.ML, cs.LG, Operations Research
File Description: application/pdf
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3
Authors: et al.
Contributors: et al.
Source: https://hal.science/hal-03871246 ; 2024.
Subject Terms: Multivariate risk measures, shortfall risk, stochastic algorithms, stochastic root finding, risk allocations, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2211.16159; ARXIV: 2211.16159
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4
Authors: et al.
Contributors: et al.
Source: https://hal.science/hal-03871246 ; 2023.
Subject Terms: Multivariate risk measures, shortfall risk, stochastic algorithms, stochastic root finding, risk allocations, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2211.16159; hal-03871246; https://hal.science/hal-03871246; https://hal.science/hal-03871246v2/document; https://hal.science/hal-03871246v2/file/Estimation_of_Systemic_Shortfall_Risk_Measure_Using_Stochastic_Algorithms_revision_HALV2.pdf; ARXIV: 2211.16159
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5
Authors: et al.
Contributors: et al.
Source: https://hal.science/hal-03871246 ; 2022.
Subject Terms: Multivariate risk measures, shortfall risk, stochastic algorithms, stochastic root finding, risk allocations, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2211.16159; hal-03871246; https://hal.science/hal-03871246; https://hal.science/hal-03871246/document; https://hal.science/hal-03871246/file/Estimation_of_Systemic_Shortfall_Risk_Measure_Using_Stochastic_Algorithms.pdf; ARXIV: 2211.16159
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6
Authors:
Source: IISE Transactions. 50:14-26
Subject Terms: Bias reduction, Stochastic root-finding, Asymptotic analysis, 4. Education, 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, 01 natural sciences, Simulation-based estimation
Access URL: https://scholars.cityu.edu.hk/en/publications/a-simulationbased-estimation-method-for-bias-reduction(a83d80aa-64c2-41ba-a227-cc2b65223556).html
https://econpapers.repec.org/RePEc:taf:uiiexx:v:50:y:2018:i:1:p:14-26
https://www.tandfonline.com/doi/full/10.1080/24725854.2017.1382751
https://ideas.repec.org/a/taf/uiiexx/v50y2018i1p14-26.html -
7
Authors:
Source: Information Sciences
Subject Terms: Stochastic point location problems, 0202 electrical engineering, electronic engineering, information engineering, Stochastic root finding problems, Learning Automata, 02 engineering and technology
File Description: application/pdf
Access URL: https://oda.oslomet.no/oda-xmlui/bitstream/10642/5991/1/StochRootADS_Jnl03_correted.pdf
https://dblp.uni-trier.de/db/journals/isci/isci393.html#YazidiO17
https://brage.bibsys.no/xmlui/handle/11250/2482854
https://oda.oslomet.no/oda-xmlui/handle/10642/5991
https://www.sciencedirect.com/science/article/pii/S0020025517304152
https://oda.oslomet.no/oda-xmlui/bitstream/10642/5991/1/StochRootADS_Jnl03_correted.pdf
https://hdl.handle.net/10642/5991
http://hdl.handle.net/11250/2482854 -
8
Authors:
Source: 2015 IEEE International Conference on Evolving and Adaptive Intelligent Systems (EAIS). :1-8
Subject Terms: 0209 industrial biotechnology, Stochastic Point Location Problem, 13. Climate action, Stochastic Root finding Problem, 0202 electrical engineering, electronic engineering, information engineering, Learning Automata, 02 engineering and technology, 16. Peace & justice
File Description: application/pdf
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9
Authors:
Source: IIE Transactions. 48:57-65
Subject Terms: control charts, multi-chart schemes, statistical process control, Stochastic approximation, stochastic root finding, 0101 mathematics, 01 natural sciences
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10
Authors: Rodriguez Hernandez, Sergio
Subject Terms: Statistics, Quantile sampling, Sequential design, Simulation metamodeling, Stochastic root-finding, Surrogate modeling
File Description: application/pdf
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11
Authors:
Contributors:
Source: ACM Transactions on Modeling and Computer Simulation. 21:1-23
Subject Terms: Sample-average approximation, 0209 industrial biotechnology, Stochastic approximation, Stochastic root finding, 0211 other engineering and technologies, 02 engineering and technology, 15. Life on land, 7. Clean energy
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12
Authors: et al.
Contributors: et al.
Subject Terms: Stochastic Root-Finding Problem
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.471.3358; http://people.orie.cornell.edu/rw339/documents/talkWSC2011.pdf
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13
Authors:
Contributors:
Subject Terms: Key words, Convex risk measures, shortfall risk, stochastic approximation, stochastic root finding
File Description: application/pdf
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14
Authors:
Subject Terms: Asymptotic analysis, Bias reduction, Simulation-based estimation, Stochastic root-finding, stat, info
Availability: http://repository.ust.hk/ir/Record/1783.1-89435
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15
Authors: et al.
Contributors: et al.
Subject Terms: quantile, superquantile, multi-armed bandit, value-at-risk, conditional value-at-risk, probably approximately correct, root finding, stochastic root finding, loss constraint, applied probability theory, iterative decision learning, machine learning, intelligence processing, intelligence cycle, quantitative finance
File Description: application/pdf
Relation: https://hdl.handle.net/10945/55620
Availability: https://hdl.handle.net/10945/55620
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16
Authors:
Contributors:
Source: DTIC
Subject Terms: Operations Research, OPTIMIZATION, BAYES THEOREM, DYNAMIC PROGRAMMING, MARKOV PROCESSES, SIMULATION, STANDARDS, STOCHASTIC PROCESSES, SIMULATION OPTIMIZATION, STOCHASTIC ROOT FINDING, FUNCTION EVALUATIONS, DISCRETE DOMAINS, CONTINUOUS DOMAINS, DECISION-THEORETIC FRAMEWORK, POSTERIOR DISTRIBUTIONS, BAYES OPTIMALITY, GEOMETRIC CONVERGENCE, BRIEFING CHARTS
File Description: text/html
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17
Authors:
Contributors:
Subject Terms: Categories and Subject Descriptors, G.1.5 [Numerical Analysis, Roots of Nonlinear Equa- tions—Iterative methods, G.3 [Probability and Statistics, Probabilistic algorithms (including Monte Carlo, I.6 [Simulation Modeling, Simulation Theory General Terms, Algorithms, Design, Theory Additional Key Words and Phrases, stochastic root finding, stochastic approximation, sample- average
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.644.5697; http://filebox.vt.edu/users/pasupath/papers/pasupathy_kim_2.pdf
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18
Authors: et al.
Contributors: et al.
Subject Terms: 安全檢查系統, 嵌入式馬可夫鏈, 風險值, 模擬最佳化, 隨機求根, Aviation Security Screening Problem, Embedded Markov Chain, Risk value, Simulation Optimization, Stochastic Root-Finding, manag, envir
Availability: http://ir.lib.ncku.edu.tw/handle/987654321/156016
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19
Authors: et al.
Contributors: et al.
Subject Terms: Μέτρα Ρίσκου, Μετασχηματισμός Fourier, Παράλληλος προγραματισμός, Προσομοίωση Μόντε Κάρλο, Αλγόριθμοι έρευσης ρίζας, Risk measures, Utility-based shortfall risk, Stochastic root finding, Deterministic root finding, Secant, Robbins-monro, Fourier transform, Parallel programming, Monte Carlo
File Description: text/xml; application/pdf
Availability: https://doi.org/10.26240/heal.ntua.16868
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20
Authors: et al.
Contributors: et al.
Subject Terms: Probabilistic Bisection, Stochastic Root-Finding, Simulation-Optimization
File Description: application/pdf
Relation: bibid: 8267611; https://hdl.handle.net/1813/33929
Availability: https://hdl.handle.net/1813/33929
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