Inexact subgradient methods with applications in stochastic programming
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Cited in
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- Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- The stochastic method of generalized Clarke gradients for solving two- stage problems of stochastic programming with coupled variables
- An SQP-type method and its application in stochastic programs
- Epsilon-projection method for two-stage SLP
- A primal-dual approach to inexact subgradient methods
- An algorithm for approximating piecewise linear concave functions from sample gradients
- Convergence analysis of some methods for minimizing a nonsmooth convex function
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- A Markovian Incremental Stochastic Subgradient Algorithm
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- scientific article; zbMATH DE number 3987057 (Why is no real title available?)
- A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems
- Subdifferential Convergence in Stochastic Programs
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