Optimization of simulation models and other complex problems with stochastic gradient methods

DOI10.1201/9781003260196-1MaRDI QIDQ6946203zbMATH OpenFDO

Authors Alexei Gaivoronski, Yuri M. Ermoliev

Publication date 7 August 2025

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic games, stochastic differential games (91A15) Hierarchical games (including Stackelberg games) (91A65)

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