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Does two-stage stochastic programming involve 2 decision variables?

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#optimization #convex-optimization #linear-programming #numerical-optimization #stochastic-approximation
220
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Euler Maruyama Estimate

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#numerical-methods #stochastic-processes #stochastic-approximation
131
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How to obtain the stationary distribution of a Markovian Jump Process from its diffusion approximation

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#probability #probability-theory #stochastic-processes #markov-process #stochastic-approximation
69
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Generalized polynomial chaos with periodic basis function?

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#polynomials #numerical-methods #stochastic-processes #periodic-functions #stochastic-approximation
47
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How to prove or disprove $\mathbb P[X\in[\mathbb E[X]-a\sigma(X),\mathbb E[X]+a\sigma(X)]]\leq\frac{1}{a^2} $?

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#random-variables #standard-deviation #stochastic-approximation
173
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Can the number of terms in optimization objective function follows a distribution?

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#optimization #numerical-optimization #stochastic-approximation
47
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Normal approximation $P\left(\sum_{i=1}^{1500} X_{i} \leq -33 or \sum_{i=1}^{1500} X_{i} > 33\right)$

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#normal-distribution #variance #means #stochastic-approximation
58
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Lovász local lemma, approximate weights

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#probability #discrete-mathematics #algorithms #stochastic-approximation
199
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calculate the expected value of the square

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#probability #stochastic-calculus #stochastic-analysis #estimation #stochastic-approximation
87
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Convergence of a real sequence (stochastic approximation)

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#real-analysis #sequences-and-series #stochastic-approximation
39
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Applying a Stochastic Computation Graph + DiCE operator

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#machine-learning #stochastic-approximation
144
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Where do these convergence conditions come from?

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#probability #stochastic-approximation
122
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Expectation of stochastically bounded expression.

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#probability-theory #asymptotics #stochastic-analysis #stochastic-approximation #expected-value
139
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Polynomial chaos expansion and ODEs

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#stochastic-processes #stochastic-approximation
54
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In simulated annealing optimization method, what is the temperature to be used.

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#optimization #stochastic-approximation

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