scientific article; zbMATH DE number 3959133

MaRDI QIDQ3727746zbMATH OpenFDO

Authors Stanislav P. Uryasev

Publication date 1986

zbMATH Keywords

Arrow-Hurwicz algorithmgeneralized gradientiterative non-monotonic optimization algorithmsNash equilibriapresence of noiseprojectionquasi-gradientsaddle points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Noncooperative games (91A10)

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