Nonsmooth-optimization methods in problems of stochastic programming
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Publication:1580189
DOI10.1007/BF02733404zbMATH Open0961.68027OpenAlexW1992596527MaRDI QIDQ1580189FDOQ1580189
Authors: T. A. Bardadym, N. G. Zhurbenko, A. P. Lykhovid, N. Z. Shor, P. I. Stetsyuk 
Publication date: 18 January 2001
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02733404
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Cited In (13)
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- Galerkin methods in dynamic stochastic programming
- A Linearization Method for Nonsmooth Stochastic Programming Problems
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- Title not available (Why is that?)
- Title not available (Why is that?)
- Theory of continuous optimal set partitioning problems as a universal mathematical formalism for constructing Voronoi diagrams and their generalizations. II: Algorithms for constructing Voronoi diagrams based on the theory of optimal set partitioning
- Nonlinear stochastic programming-with a case study in continuous switching
- Theory of continuous optimal set partitioning problems as a universal mathematical formalism for constructing Voronoi diagrams and their generalizations. I. Theoretical foundations
- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- Title not available (Why is that?)
- Better optimization of nonlinear uncertain systems (bonus): a new algorithm for stochastic programming using reweighting through kernel density estimation
- Nonanticipativity in stochastic programming
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