A note on the convergence rate in regularized stochastic programming.

DOI10.14736/KYB-2021-1-0038MaRDI QIDQ4959605zbMATH OpenOpenAlexFDO

Authors Yury Gryazin, Evgueni Gordienko

Publication date 16 September 2021

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/149025

zbMATH Keywords

convergence rateKantorovich metricLipschitz conditionsstochastic programming problemTikhonov's regularization

Mathematics Subject Classification ID

Stochastic programming (90C15)

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