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Stochastic Optimization Methods
16 references·5 citing·37 second hop
Stochastic Optimization Methods (2008)Stochastic Optimization MethodsStochastic Programming (2010)Stochastic ProgrammingStochastic Linear Programming (2010)Stochastic Linear ProgrammingMethods of structural safety (2006)Methods of structural safetyStochastic Differential Equations (2003)Stochastic Differential Equat…Structural Reliability Methods (1996)Structural Reliability MethodsReliability-Based Optimum Structural Design (1995)Reliability-Based Optimum Str…On the Experimental Attainment of Optimum Conditions (1992)On the Experimental Attainmen…A fast and efficient response surface approach for structural reliability problems (1990)A fast and efficient response…Techniques for simulation response optimization (1989)Techniques for simulation res…Empirical Model Building and Response Surfaces (1988)Empirical Model Building and …A critical appraisal of methods to determine failure probabilities (1987)A critical appraisal of metho…Probabilistic Methods in Structural Engineering (1984)Probabilistic Methods in Stru…Structural Reliability Theory and Its Applications (1982)Structural Reliability Theory…Economics of Information Systems (1971)Economics of Information Syst…Introduction to Stochastic Control Theory (1970)Introduction to Stochastic Co…Optimal Decision Rules for Government and Industry (1965)Optimal Decision Rules for Go…Non-parametric stochastic subset optimization for design problems with reliability constraints (2015)Non-parametric stochastic sub…Systemic Risk and Security Management (2011)Systemic Risk and Security Ma…Reliability based design of frames with limited residual strain energy capacity (2011)Reliability based design of f…Stochastic System Design and Applications to Stochastically Robust Structural Control (2007)Stochastic System Design and …Reliability Analysis of Technical Systems/Structures by means of Polyhedral Approximation of the Safe/Unsafe Domain (2007)Reliability Analysis of Techn…Statistics for Experimenters (1979)Response Surfaces: Designs and Analyses (1997)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Explaining Fixed Effects: Random Effects Modeling of Time-Series Cross-Sectional and Panel Data (2014)A new look at the response surface approach for reliability analysis (1993)Response Surface Methodology (1996)Moment methods for structural reliability (2001)Application of kriging method to structural reliability problems (2004)Design of Experiments (1936)THE DESIGN OF OPTIMUM MULTIFACTORIAL EXPERIMENTS (1946)Some New Three Level Designs for the Study of Quantitative Variables (1960)Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation (1962)Response surface methodology (2010)Probability Concepts in Engineering Planning and Design (1975)Structural reliability under combined random load sequences (1978)Global sensitivity analysis using polynomial chaos expansions (2007)Aleatory or epistemic? Does it matter? (2008)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Lectures on Stochastic Programming: Modeling and Theory (2009)An equilibrium characterization of the term structure (1977)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)60 Years of portfolio optimization: Practical challenges and current trends (2013)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)Optimization algorithms for structural reliability (1991)A New Study on Reliability-Based Design Optimization (1999)Reliability analysis—a review and some perspectives (2001)A pricing method for options based on average asset values (1990)Do subsidies to commercial R&D reduce market failures? Microeconometric evaluation studies (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)A new response surface methodology for reliability-based design optimization (2003)Hybrid Analysis Method for Reliability-Based Design Optimization (2003)Reliability-based design optimization for crashworthiness of vehicle side impact (2004)
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References

  • 1988Empirical Model Building and Response Surfaces5,235 cited
  • 1992On the Experimental Attainment of Optimum Conditions3,451 cited
  • 1970Introduction to Stochastic Control Theory3,223 cited
  • 2003Stochastic Differential Equations2,978 cited
  • 2010Stochastic Programming2,228 cited
  • 1996Structural Reliability Methods2,192 cited
  • 2006Methods of structural safety1,835 cited
  • 1990A fast and efficient response surface approach for structural reliability problems1,198 cited
  • 1982Structural Reliability Theory and Its Applications908 cited
  • 2010Stochastic Linear Programming667 cited
  • 1987A critical appraisal of methods to determine failure probabilities436 cited
  • 1965Optimal Decision Rules for Government and Industry358 cited
  • 1984Probabilistic Methods in Structural Engineering268 cited
  • 1971Economics of Information Systems199 cited
  • 1989Techniques for simulation response optimization118 cited
  • 1995Reliability-Based Optimum Structural Design86 cited

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  • 2011Systemic Risk and Security Management41 cited
  • 2011Reliability based design of frames with limited residual strain energy capacity37 cited
  • 2007Reliability Analysis of Technical Systems/Structures by means of Polyhedral Approximation of the Safe/Unsafe Domain17 cited
  • 2015Non-parametric stochastic subset optimization for design problems with reliability constraints13 cited
  • 2007Stochastic System Design and Applications to Stochastically Robust Structural Control13 cited