Abstract
This is a brief introduction to the topic of stochastic approximation and optimization. An example from the field of water management is given.
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References
Schmetterer, L., From stochastic approximation to the stochastic theory of optimization, 11. Steiermark. Math. Symp., Stift Rein, Bericht Nr. 127 der Mathematisch-Statistischen Sektion im Forschungszentrum Graz, 1979.
Dupačová J., Gaivoronski A., Kos Z. and Szantai T., Stochastic programming in water management: A case study and a comparison of solution techniques, European Journal of Operational Research 52 (1991), 28–44.
Ermoliev Yu. and Wets R. (eds.), Numerical Techniques for Stochastic Optimization Problems, Springer, Berlin, 1988.
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© 1993 Physica-Verlag Heidelberg
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Dupač, V. (1993). Stochastic Approximation and Optimization. In: Antoch, J. (eds) Computational Aspects of Model Choice. Contributions to Statistics. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-99766-2_6
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DOI: https://doi.org/10.1007/978-3-642-99766-2_6
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-0652-6
Online ISBN: 978-3-642-99766-2
eBook Packages: Springer Book Archive