scientific article; zbMATH DE number 3956819
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Publication:3725876
zbMATH Open0594.90066MaRDI QIDQ3725876FDOQ3725876
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Publication date: 1986
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discrete approximationspace of essentially bounded functionssequence of dicretized problemsweak* limit points
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- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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- Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs
- Approximation of decision rules in stochastic programming
- Discrete approximation of linear two–stage stochastic programming problem
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- Conditioning of convex piecewise linear stochastic programs
- The approximation of separable stochastic programs
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- Asymptotic Behavior of Optimal Solutions in Stochastic Programming
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- Some methods of stochastic programming in Hilbert space
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- The solution of stochastic standardization problems
- Convex stochastic fluid programs with average cost.
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- Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
- Stochastic optimization problems with CVaR risk measure and their sample average approximation
- Approximations to Stochastic Programs with Complete Recourse
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- Approximations of Stochastic Optimization Problems Subject to Measurability Constraints
- A method of solving a stochastic programming problem with constraints which are almost surely satisfied
- Convex approximations in stochastic programming by semidefinite programming
- Discrete approximation of a problem of continuous programming
- A stochastic approach to stability in stochastic programming
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Solving stochastic convex feasibility problems in hilbert spaces
- Vaidya's method for convex stochastic optimization problems in small dimension
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Title not available (Why is that?)
- Convergence of discrete approximations of stochastic programming problems with probabilistic criteria
- Title not available (Why is that?)
- On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extensions
- Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- Infinite Horizon Stochastic Programs
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- Stochastic level-value approximation for quadratic integer convex programming
- Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization
- On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- Title not available (Why is that?)
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