An algorithm for approximating piecewise linear concave functions from sample gradients (Q1870009): Difference between revisions

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+Inexact subgradient methods with applications in stochastic programming
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+Subdifferential Convergence in Stochastic Programs
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+Convergence analysis of some methods for minimizing a nonsmooth convex function
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+Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
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+Q3818809
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+An Adaptive, Distribution-Free Algorithm for the Newsvendor Problem with Censored Demands, with Applications to Inventory and Distribution
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+An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, I: Single Period Travel Times
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+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
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