Topic
Stochastic programming
About: Stochastic programming is a research topic. Over the lifetime, 12343 publications have been published within this topic receiving 421049 citations.
Papers published on a yearly basis
Papers
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TL;DR: The main focus will be on the different approaches to perform robust optimization in practice including the methods of mathematical programming, deterministic nonlinear optimization, and direct search methods such as stochastic approximation and evolutionary computation.
1,435 citations
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TL;DR: In this paper, the optimal behavior of a single dealer who is faced with a stochastic demand to trade (modeled by a continuous time Poisson jump process) and facing return risk on his stock and on the rest of his portfolio was examined.
1,416 citations
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TL;DR: An efficient optimization method called 'Teaching-Learning-Based Optimization (TLBO)' is proposed in this paper for large scale non-linear optimization problems for finding the global solutions.
1,359 citations