نتایج جستجو برای: a stochastic multi
تعداد نتایج: 13551486 فیلتر نتایج به سال:
the hub location decision is a long term investment and any changes in it take considerable time and money. in real situations, some parameters are uncertain hence, deterministic models cannot be more efficient. the ability of two-stage stochastic programming is to make a long-term decision by considering effects of it in short term decisions simultaneously. in the two-stage stochastic programm...
In this paper, we consider multi-stage stochastic optimization problems with convex objectives and conic constraints at each stage. We present a new stochastic first-order method, namely the dynamic stochastic approximation (DSA) algorithm, for solving these types of stochastic optimization problems. We show that DSA can achieve an optimal O(1/ǫ4) rate of convergence in terms of the total numbe...
in this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. we applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. the main properties of deterministic difference schemes,...
Abstract Stochastic Gradient Algorithms (SGAs) are ubiquitous in computational statistics, machine learning and optimisation. Recent years have brought an influx of interest SGAs, the non-asymptotic analysis their bias is by now well-developed. However, relatively little known about optimal choice random approximation (e.g mini-batching) gradient SGAs as this relies on variance problem specific...
Nowadays, the capability of cloud management suppliers is one of the important advantages for suppliers that can improve the performance and flexibility and reduce costs in companies through easy access to resources. Also, the environmental impacts of suppliers are a significant issue in today’s industrialization and globalization world. This paper analyzes these subjects by fuzzy multi-objecti...
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