Pages that link to "Item:Q715095"
From MaRDI portal
The following pages link to Optimality functions in stochastic programming (Q715095):
Displayed 14 items.
- Optimality functions and lopsided convergence (Q301730) (← links)
- Spectral projected gradient method for stochastic optimization (Q670658) (← links)
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation (Q2205979) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Nonmonotone line search methods with variable sample size (Q2340358) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- Inexact Restoration approach for minimization with inexact evaluation of the objective function (Q2796018) (← links)
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact (Q5235099) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
- Two stochastic optimization algorithms for convex optimization with fixed point constraints (Q5379458) (← links)
- Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming (Q5853721) (← links)
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (Q6038637) (← links)
- Consistent approximations in composite optimization (Q6165588) (← links)