Approximation methods of solution of stochastic programming problems

DOI10.1007/BF01074536zbMath0518.90063MaRDI QIDQ3668315

A. A. Gaivoronskii

Publication date: 1982

Published in: Cybernetics (Search for Journal in Brave)

zbMATH Keywords

local minimumglobal minimumstrongly non-convex multi-extremal objective function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (4)

A primal-dual approach to inexact subgradient methods ⋮ Optimizing discrete event dynamic systems via the gradient surface method ⋮ Inexact subgradient methods with applications in stochastic programming ⋮ Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks

This page was built for publication: Approximation methods of solution of stochastic programming problems