Approximation methods of solution of stochastic programming problems

DOI10.1007/BF01074536MaRDI QIDQ3668315zbMATH OpenFDO

Authors A. A. Gaivoronskii

Publication date 1982

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01074536

zbMATH Keywords

global minimumlocal minimumstrongly non-convex multi-extremal objective function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cited in

(4)

• Optimizing discrete event dynamic systems via the gradient surface method
• Inexact subgradient methods with applications in stochastic programming
• Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks
• A primal-dual approach to inexact subgradient methods

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