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Stochastic Optimization: a Review

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  • Dimitris Fouskakis
  • David Draper

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  • Dimitris Fouskakis & David Draper, 2002. "Stochastic Optimization: a Review," International Statistical Review, International Statistical Institute, vol. 70(3), pages 315-349, December.
    • Handle: RePEc:bla:istatr:v:70:y:2002:i:3:p:315-349
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    File URL: http://hdl.handle.net/10.1111/j.1751-5823.2002.tb00174.x
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    10. Fred Glover, 1990. "Tabu Search: A Tutorial," Interfaces, INFORMS, vol. 20(4), pages 74-94, August.
    11. Ishibuchi, Hisao & Misaki, Shinta & Tanaka, Hideo, 1995. "Modified simulated annealing algorithms for the flow shop sequencing problem," European Journal of Operational Research, Elsevier, vol. 81(2), pages 388-398, March.
    12. David Draper, 1995. "Inference and Hierarchical Modeling in the Social Sciences," Journal of Educational and Behavioral Statistics, , vol. 20(2), pages 115-147, June.
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    2. Ng, Kenyon & Turlach, Berwin A. & Murray, Kevin, 2019. "A flexible sequential Monte Carlo algorithm for parametric constrained regression," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 13-26.
    3. Wang, Fan & Zhang, Shengfan & Henderson, Louise M., 2018. "Adaptive decision-making of breast cancer mammography screening: A heuristic-based regression model," Omega, Elsevier, vol. 76(C), pages 70-84.
    4. Domenica Panzera & Paolo Postiglione, 2014. "Economic growth in Italian NUTS 3 provinces," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 53(1), pages 273-293, August.
    5. Huiru Zhao & Chao Zhang & Yihang Zhao & Xuejie Wang, 2022. "Low-Carbon Economic Dispatching of Multi-Energy Virtual Power Plant with Carbon Capture Unit Considering Uncertainty and Carbon Market," Energies, MDPI, vol. 15(19), pages 1-25, October.
    6. Paolo Postiglione & Maria Simona Andreano & Roberto Benedetti, 2017. "Spatial Clusters in EU Productivity Growth," Growth and Change, Wiley Blackwell, vol. 48(1), pages 40-60, March.
    7. Carapellucci, Roberto & Giordano, Lorena, 2013. "A methodology for the synthetic generation of hourly wind speed time series based on some known aggregate input data," Applied Energy, Elsevier, vol. 101(C), pages 541-550.
    8. Khayyam, Hamid & Naebe, Minoo & Bab-Hadiashar, Alireza & Jamshidi, Farshid & Li, Quanxiang & Atkiss, Stephen & Buckmaster, Derek & Fox, Bronwyn, 2015. "Stochastic optimization models for energy management in carbonization process of carbon fiber production," Applied Energy, Elsevier, vol. 158(C), pages 643-655.
    9. Roberto Benedetti & Monica Pratesi & Nicola Salvati, 2013. "Local stationarity in small area estimation models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(1), pages 81-95, March.
    10. Paolo Postiglione & M. Andreano & Roberto Benedetti, 2013. "Using Constrained Optimization for the Identification of Convergence Clubs," Computational Economics, Springer;Society for Computational Economics, vol. 42(2), pages 151-174, August.
    11. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    12. Choulakian, V. & Allard, J. & Almhana, J., 2006. "Robust centroid method," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 737-746, November.
    13. Fouskakis, D., 2012. "Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods," European Journal of Operational Research, Elsevier, vol. 220(2), pages 414-422.
    14. Antonio Pepiciello & Alfredo Vaccaro & Mario Mañana, 2019. "Robust Optimization of Energy Hubs Operation Based on Extended Affine Arithmetic," Energies, MDPI, vol. 12(12), pages 1-15, June.
    15. Asghari, M. & Afshari, H. & Jaber, M.Y. & Searcy, C., 2023. "Credibility-based cascading approach to achieve net-zero emissions in energy symbiosis networks using an Organic Rankine Cycle," Applied Energy, Elsevier, vol. 340(C).
    16. Nikmehr, Nima & Najafi-Ravadanegh, Sajad & Khodaei, Amin, 2017. "Probabilistic optimal scheduling of networked microgrids considering time-based demand response programs under uncertainty," Applied Energy, Elsevier, vol. 198(C), pages 267-279.
    17. Efrat Taig & Ohad Ben-Shahar, 2019. "Gradient Surfing: A New Deterministic Approach for Low-Dimensional Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 855-878, March.
    18. Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
    19. Gamarra, Carlos & Guerrero, Josep M., 2015. "Computational optimization techniques applied to microgrids planning: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 413-424.
    20. Guan, Jinyu & Tang, Hao & Wang, Ke & Yao, Jianguo & Yang, Shengchun, 2020. "A parallel multi-scenario learning method for near-real-time power dispatch optimization," Energy, Elsevier, vol. 202(C).
    21. Ajay Shrestha & Ausif Mahmood, 2016. "Improving Genetic Algorithm with Fine-Tuned Crossover and Scaled Architecture," Journal of Mathematics, Hindawi, vol. 2016, pages 1-10, April.

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