Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (Q2020614)

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Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
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    Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (English)
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    23 April 2021
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    inexact cuts for value functions
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    inexact stochastic mirror descent
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    strong concavity of dual function
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    stochastic programming
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