Pages that link to "Item:Q3657787"
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The following pages link to stochastic quasigradient methods and their application to system optimization<sup>†</sup> (Q3657787):
Displaying 50 items.
- A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) (← links)
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function (Q544775) (← links)
- Distributed stochastic subgradient projection algorithms for convex optimization (Q620442) (← links)
- Random algorithms for convex minimization problems (Q644912) (← links)
- Parallel processors for planning under uncertainty (Q751510) (← links)
- Stochastic design optimization of asynchronous flexible assembly systems (Q922935) (← links)
- A stochastic gradient type algorithm for closed-loop problems (Q1013967) (← links)
- Projected subgradient methods with non-Euclidean distances for non-differentiable convex minimization and variational inequalities (Q1016351) (← links)
- Inventory models under uncertainty: An adaptive approach (Q1080355) (← links)
- A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems (Q1093531) (← links)
- Solving many linear programs that differ only in the right-hand side (Q1108193) (← links)
- Sublinear upper bounds for stochastic programs with recourse (Q1115346) (← links)
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
- Statistical verification of optimality conditions for stochastic programs with recourse (Q1178441) (← links)
- An exact penalty algorithm for recourse-constrained stochastic linear programs (Q1194451) (← links)
- Stochastic quasigradient methods for optimization of discrete event systems (Q1207835) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- A stochastic quasigradient algorithm with variable metric (Q1207848) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Stochastic optimization on Bayesian nets (Q1278967) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
- Stochastic optimization of the cost of automatic assembly systems (Q1333463) (← links)
- SLP-IOR: An interactive model management system for stochastic linear programs (Q1363427) (← links)
- On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
- On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (Q1680973) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Estimation of an optimal solution of a LP problem with unknown objective function (Q1764240) (← links)
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
- Derivatives of probability functions and integrals over sets given by inequalities (Q1893972) (← links)
- Continuous approximation schemes for stochastic programs (Q1896441) (← links)
- Derivatives of probability functions and some applications (Q1896458) (← links)
- Models and model value in stochastic programming (Q1904670) (← links)
- Scenario-based stochastic programs: Resistance with respect to sample (Q1918420) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- The effect of deterministic noise in subgradient methods (Q1960191) (← links)
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
- A simultaneous perturbation weak derivative estimator for stochastic neural networks (Q2010380) (← links)
- A study on distributed optimization over large-scale networked systems (Q2036031) (← links)
- Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions (Q2089787) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
- Minimizing a stochastic convex function subject to stochastic constraints and some applications (Q2229571) (← links)
- Asynchronous Lagrangian scenario decomposition (Q2246185) (← links)
- A stochastic quasi-Newton method for simulation response optimization (Q2491766) (← links)
- Event tree based sampling (Q2496018) (← links)
