Concepedia

Stochastic Optimization

Stochastic Optimization is a subfield of mathematical optimization that addresses decision-making under uncertainty by incorporating random variables and probabilistic constraints into the optimization model.

15.6K

Publications

1M

Citations

25.2K

Authors

4.2K

Institutions

Publications per year

2017–2026

5.6K

Parents

Children

Publications

15.6K

Adam: A Method for Stochastic Optimization

Diederik P. Kingma, Jimmy Ba · UvA-DARE (University of Amsterdam) · 2014 · 84.8K citations · Full text

, , +16

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

, , +9

Adaptive Subgradient Methods for Online Learning and Stochastic Optimization

John C. Duchi, Elad Hazan, Yoram Singer · 2010 · 8.6K citations

, , +15

Markov Decision Processes: Discrete Stochastic Dynamic Programming.

Kasra Hazeghi, Martin L. Puterman · Journal of the American Statistical Association · 1995 · 8.5K citations

, , +14

Differential Evolution: A Survey of the State-of-the-Art

Swagatam Das, Ponnuthurai Nagaratnam Suganthan · IEEE Transactions on Evolutionary Computation · 2010 · 5.2K citations

, , +14

1–5 of 15.6K

Authors

25.2K

  1. GH
    Guohe Huang

    University of Regina, Canada

    138 publications · 7K citations

    48

    h-index

  2. AS
    Alexander Shapiro

    Georgia Institute of Technology, United States

    49 publications · 11.8K citations

    36

    h-index

  3. RJ
    Roger J.‐B. Wets

    University of California, Davis, United States

    48 publications · 6.3K citations

    34

    h-index

  4. AR
    Andrzej Ruszczyński

    Rutgers, The State University of New Jersey, United States

    47 publications · 4.2K citations

    32

    h-index

  5. WB
    Warren B. Powell

    Princeton University, United States

    41 publications · 3.1K citations

    28

    h-index

1–5 of 25.2K

Institutions

4.2K

  1. Massachusetts Institute of Technology

    Cambridge, United States

    82 h-index

    511 publications

    38.6K citations

  2. Georgia Institute of Technology

    Atlanta, United States

    70 h-index

    437 publications

    46.7K citations

  3. Princeton University

    Princeton, United States

    68 h-index

    308 publications

    45K citations

  4. Carnegie Mellon University

    Pittsburgh, United States

    68 h-index

    460 publications

    35.2K citations

  5. Stanford University

    Stanford, United States

    68 h-index

    397 publications

    41.1K citations

  6. University of California, Berkeley

    Berkeley, United States

    66 h-index

    410 publications

    37.9K citations

  7. Tsinghua University

    Beijing, China

    61 h-index

    537 publications

    28.9K citations

  8. University of Michigan

    Ann Arbor, United States

    57 h-index

    323 publications

    18.4K citations

1–8 of 4.2K

Venues

  1. IEEE Transactions on Power Systems

    294 publications · 34.7K citations

    106

    h-index

  2. arXiv (Cornell University)

    Repository · 1.2K publications · 56.3K citations

    97

    h-index

  3. Operations Research

    253 publications · 26.4K citations

    85

    h-index

  4. Mathematical Programming

    222 publications · 25.7K citations

    82

    h-index

  5. European Journal of Operational Research

    385 publications · 23.4K citations

    81

    h-index

1–5