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)
stochastic optimizationdiscontinuitystochastic networksdiscrete event systemssubgradientstheory of distributionsconstrained optimization of discontinuous systemsrisk-control problemsstochastic mollifier gradient
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)
Related Items (15)
Cites Work
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