Optimization Under Stochastic Uncertainty

1. Optimal Control under Stochastic Uncertainty.- 2. Stochastic Optimization of Regulators.- 3. Optimal Open-Loop Control of Dynamic Systems under Stochastic Uncertainty.- 4. Construction of feedback control by means of homotopy methods.- 5. Constructions of Limit State Functions.- 6. Random Search Procedures for Global Optimization.- 7. Controlled Random Search under Uncertainty.- 8. Controlled Random Search Procedures for Global Optimization.- 9. Mathematical Model of Random Search Methods and Elementary Properties.- 10. Special Random Search Methods.- 11. Accessibility Theorems.- 12. Convergence Theorems.- 13. Convergence of Stationary Random Search Methods for Positive Success Probability.- 14. Random Search Methods of convergence order U(n?").- 15. Random Search Methods with a Linear Rate of Convergence.- 16. Success/Failure-driven Random Direction Procedures.- 17. Hybrid Methods.- 18. Solving optimization problems under stochastic uncertainty by Random Search Methods(RSM).

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• Probabilidade e Estatística
• Pesquisa operacional
• Decisões de gestão
• Estocástica
• Matemática e sistemas do negócio

Stochastic Optimization Methods;Random Search Methods (RSM);Optimal Control under Stochastic Uncertainty;Approximation Methods;Construction of Limit State Functions;Open-Loop Feedback Control;Controlled/Accelerated RSM;Convergence and Convergence Rates of RSM;Homotopy Methods in optimal control