Hilbert-Valued Perturbed Subgradient Algorithms

DOI10.1287/moor.1070.0253zbMath1341.90093OpenAlexW2123406850MaRDI QIDQ5388046

Jean-Sébastien Roy, Cyrille Strugarek, Kengy Barty

Publication date: 27 May 2008

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1070.0253

zbMATH Keywords

nonsmooth optimizationinfinite dimensional problemsstochastic quasigradientperturbed subgradient

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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