On nonsmooth and discontinuous problems of stochastic systems optimization

DOI10.1016/S0377-2217(96)00395-5zbMath0929.90060MaRDI QIDQ1278955

Vladimir I. Norkin, Yury M. Ermoliev

Publication date: 28 February 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationdiscontinuitystochastic networksdiscrete event systemssubgradientstheory of distributionsconstrained optimization of discontinuous systemsrisk-control problemsstochastic mollifier gradient

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Stochastic programming (90C15) Stochastic network models in operations research (90B15) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stochastic systems in control theory (general) (93E03)

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