The following pages link to (Q3818809):
Displayed 38 items.
- On stochastic gradient and subgradient methods with adaptive steplength sequences (Q445032) (← links)
- A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
- Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory (Q464973) (← links)
- Implementable algorithm for stochastic optimization using sample average approximations (Q852151) (← links)
- Systems analysis of coal production and energy-water-food security in China (Q891718) (← links)
- Robust optimization - a comprehensive survey (Q1033240) (← links)
- A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions (Q1044214) (← links)
- Approximate nonlinear programming algorithms for solving stochastic programs with recourse (Q1176854) (← links)
- Dynamic control of multicommodity fleet management problems (Q1278729) (← links)
- Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
- Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
- Decomposition methods in stochastic programming (Q1365061) (← links)
- Solving stochastic structural optimization problems by RSM-based stochastic approximation methods -- gradient estimation in case of intermediate variables (Q1386670) (← links)
- Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
- Estimation of an optimal solution of a LP problem with unknown objective function (Q1764240) (← links)
- Deterministic and stochastic approximating problems with applications to production control (Q1816145) (← links)
- An algorithm for approximating piecewise linear concave functions from sample gradients (Q1870009) (← links)
- Statistical approximations for recourse constrained stochastic programs (Q1896451) (← links)
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems (Q1896575) (← links)
- Learning competitive market balance (Q1904634) (← links)
- Dynamic fleet management as a logistics queueing network (Q1908303) (← links)
- Stochastic penalty function methods for nonsmooth constrained minimization (Q1918296) (← links)
- On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
- A primal-dual approach to inexact subgradient methods (Q1919096) (← links)
- The effect of deterministic noise in subgradient methods (Q1960191) (← links)
- A new separable piecewise linear learning algorithm for the stochastic empty container repositioning problem (Q2007112) (← links)
- A new convergent hybrid learning algorithm for two-stage stochastic programs (Q2286915) (← links)
- Interbranch chessboard of uncertainty and its applications: forecasting, economic policy, fiscal risk, general equilibrium (Q2320220) (← links)
- A solution method for a two-dispatch delivery problem with stochastic customers (Q2369965) (← links)
- Extensions of stochastic optimization results to problems with system failure probability functions (Q2471082) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- Computational methods in optimization considering uncertainties - An overview (Q2638107) (← links)
- stochastic quasigradient methods and their application to system optimization<sup>†</sup> (Q3657787) (← links)
- (Q4362979) (← links)
- Stochastic Programming Perspective on the Agency Problems Under Uncertainty (Q4558806) (← links)
- Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (Q4691984) (← links)
- Optimization and identification of stochastic systems (Q6115823) (← links)
- Adaptive step size rules for stochastic optimization in large-scale learning (Q6116586) (← links)