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  2. Stochastic optimization - Wikipedia

    en.wikipedia.org/wiki/Stochastic_optimization

    Stochastic optimization (SO) are optimization methods that generate and use random variables. For stochastic optimization problems, the objective functions or constraints are random. Stochastic optimization also include methods with random iterates .

  3. Gillespie algorithm - Wikipedia

    en.wikipedia.org/wiki/Gillespie_algorithm

    The process that led to the algorithm recognizes several important steps. In 1931, Andrei Kolmogorov introduced the differential equations corresponding to the time-evolution of stochastic processes that proceed by jumps, today known as Kolmogorov equations (Markov jump process) (a simplified version is known as master equation in the natural sciences).

  4. Stochastic scheduling - Wikipedia

    en.wikipedia.org/wiki/Stochastic_scheduling

    The objective of the stochastic scheduling problems can be regular objectives such as minimizing the total flowtime, the makespan, or the total tardiness cost of missing the due dates; or can be irregular objectives such as minimizing both earliness and tardiness costs of completing the jobs, or the total cost of scheduling tasks under likely arrival of a disastrous event such as a severe typhoon.

  5. Stochastic programming - Wikipedia

    en.wikipedia.org/wiki/Stochastic_programming

    In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty.A stochastic program is an optimization problem in which some or all problem parameters are uncertain, but follow known probability distributions.

  6. Stochastic control - Wikipedia

    en.wikipedia.org/wiki/Stochastic_control

    where y is an n × 1 vector of observable state variables, u is a k × 1 vector of control variables, A t is the time t realization of the stochastic n × n state transition matrix, B t is the time t realization of the stochastic n × k matrix of control multipliers, and Q (n × n) and R (k × k) are known symmetric positive definite cost matrices.

  7. Stochastic approximation - Wikipedia

    en.wikipedia.org/wiki/Stochastic_approximation

    Stochastic approximation methods are a family of iterative methods typically used for root-finding problems or for optimization problems. The recursive update rules of stochastic approximation methods can be used, among other things, for solving linear systems when the collected data is corrupted by noise, or for approximating extreme values of functions which cannot be computed directly, but ...

  8. Stochastic process - Wikipedia

    en.wikipedia.org/wiki/Stochastic_process

    When interpreted as time, if the index set of a stochastic process has a finite or countable number of elements, such as a finite set of numbers, the set of integers, or the natural numbers, then the stochastic process is said to be in discrete time. [54] [55] If the index set is some interval of the real line, then time is said to be continuous.

  9. Stochastic computing - Wikipedia

    en.wikipedia.org/wiki/Stochastic_computing

    Suppose that , [,] is given, and we wish to compute .Stochastic computing performs this operation using probability instead of arithmetic. Specifically, suppose that there are two random, independent bit streams called stochastic numbers (i.e. Bernoulli processes), where the probability of a 1 in the first stream is , and the probability in the second stream is .