Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 177 for “"stochastic optimization"”.
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Stochastic optimization application in molecular electronics
… and an analysis of a class of algorithms, called stochastic gradient descent, that may be useful in the post-fabrication programming phase.
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Stochastic optimization for discrete-time systems
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1980.
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Parallel algorithms for two-stage stochastic optimization
We develop scalable algorithms for two-stage stochastic program optimizations. We propose performance optimizations such as cut-window mechanism in Stage 1 and scenario clustering in Stage 2 of benders method for solving two-stage stochastic programs. A naive implementation of benders method has …
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Stochastic optimization for robust planning in transportation
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 1998.
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Probabilistic methods in combinatorial and stochastic optimization
(cont.) Packing/Covering problems, we prove upper and lower bounds on the adaptivity gap depending on the dimension. We also design polynomial-time algorithms achieving near-optimal approximation guarantees with respect to the adaptive optimum. Finally, we prove complexity-theoretic results …
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Integrated analysis and design in stochastic optimization
When structural optimization is performed via an iterative solution technique, it is possible to integrate the analysis and design iterations, in an integrated analysis and design procedure. The present work seeks to apply an integrated analysis and design approach in reliability based …
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Stochastic optimization with biased oracles and hidden convexity
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-11-15 without embargo terms
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Program auto-tuning through population-based stochastic optimization
Program optimization often can and need to be decoupled from the programs innate logic. In various domains, program autotuners have been developed which can automatically search for optimal program configurations using established optimization methods. OpenTuner is a general-purpose autotuner which …
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Stochastic Optimization and Optimal Control for Complex Networked Infrastructures
… is to establish a methodology for designing stochastic operation strategies in complex networks with large variation uncertainties, for optimal performance, stability and robustness, which is applicable to a wide range of networked infrastructures. This dissertation addresses the main goal in …
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Stochastic Optimization For Multi-Agent Statistical Learning And Control
… the connection between statistical inference and stochastic programming, and consider extensions of this setup to settings in which a network of agents each observes a local data stream and would like to make decisions that are good with respect to information aggregated across the entire network. …
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Microwave Tomography Using Stochastic Optimization And High Performance Computing
… forward solver in conjunction with non-linear stochastic optimization based inverse solvers. Because such solvers require very heavy computation, their investigation has been limited in favour of deterministic inverse solvers that make use of assumptions and approximations of the imaging …
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Empirical comparison of robust, data driven and stochastic optimization
… compare computationally four methods for solving optimization problems under uncertainty: * Robust Optimization (RO) * Adaptive Robust Optimization (ARO) * Data Driven Optimization (DDO) * stochastic Programming (SP) We have implemented several computation experiments to demonstrate the different …
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Stochastic optimization algorithms for adaptive modulation in software defined radio
… systems. In addition, in closed form optimization, real time adaptation is not possible. Systems designed with deterministic state optimization are developed offline for a certain set of parameters and hardwired into mobile devices. In this thesis we present stochastic learning …
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Stochastic Optimization approaches for trading on financial and energy markets
… for a rather broad class of financial options a stochastic model predictive control (SMPC) approach is proposed for dynamically hedging a portfolio of underlying assets.After formulating the dynamic hedging problem as a stochastic control problem with a least-squares criterion, for plain vanilla …
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On the analysis of stochastic optimization and variational inequality problems
… considers the analysis of a broad class of stochastic optimization and variational inequality problems complicated by uncertainty and nonsmoothness of objective functions. Nash games and variational inequalities have assumed practical relevance in industry and business settings because they …
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Stochastic optimization of electricity transmission : dynamic programming algorithms under uncertainties
Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2002.
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Data, models and decisions for large-scale stochastic optimization problems
… problems: the dynamic control of large-scale stochastic systems, the design of product lines under uncertainty, the selection of an assortment from historical transaction data and the design of a personalized assortment policy from data. In the first chapter, we propose a new solution method …
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Service ORiented Computing EnviRonment (SORCER) for Deterministic Global and Stochastic Optimization
… of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor …
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