scientific article; zbMATH DE number 3862933

MaRDI QIDQ3330976zbMATH OpenFDO

Authors N. M. Novikova

Publication date 1984

zbMATH Keywords

minimax problemsstochastic quasigradient methodoptimization problems in Hilbert space

Mathematics Subject Classification ID

Stochastic programming (90C15) Programming in abstract spaces (90C48) Methods of reduced gradient type (90C52) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Recommendations

• scientific article; zbMATH DE number 3963568
• Some methods of stochastic programming in Hilbert space
• scientific article; zbMATH DE number 4020857
• scientific article; zbMATH DE number 4118164
• A stochastic quasigradient algorithm with variable metric

Cited in

(13)

• scientific article; zbMATH DE number 4020857 (Why is no real title available?)
• Finding an element in a set by the successive relaxation method
• Stochastic quasigradient method for optimizing the parameters of dynamic systems
• \texttt{TRIQS/SOM}: implementation of the stochastic optimization method for analytic continuation
• Probability-theoretical analog of the vector Lyapunov function method
• Some methods of stochastic programming in Hilbert space
• Stochastic quasigradient algorithm to minimize the function of integral quantile
• The stochastic quasigradient projection method
• A stochastic realization algorithm via block LQ decomposition in Hilbert space
• A variational approach to stochastic minimization of convex functionals
• scientific article; zbMATH DE number 4118164 (Why is no real title available?)
• scientific article; zbMATH DE number 3963568 (Why is no real title available?)
• A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3330976)