scientific article; zbMATH DE number 4091201
From MaRDI portal
Publication:3818809
zbMATH Open0666.90072MaRDI QIDQ3818809FDOQ3818809
Authors: Yuri M. Ermoliev 
Publication date: 1988
Title of this publication is not available (Why is that?)
Recommendations
surveystochastic approximationunconstrained optimizationsubgradientrandom searchstochastic quasigradient
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Cited In (51)
- Optimization and identification of stochastic systems
- stochastic quasigradient methods and their application to system optimization†
- Statistical approximations for recourse constrained stochastic programs
- Convergence conditions for the observed mean method in stochastic programming
- A new separable piecewise linear learning algorithm for the stochastic empty container repositioning problem
- Computational methods in optimization considering uncertainties - An overview
- A new convergent hybrid learning algorithm for two-stage stochastic programs
- Cut sharing for multistage stochastic linear programs with interstage dependency
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- Title not available (Why is that?)
- Solving stochastic structural optimization problems by RSM-based stochastic approximation methods -- gradient estimation in case of intermediate variables
- Extensions of stochastic optimization results to problems with system failure probability functions
- Robust optimization - a comprehensive survey
- Decomposition methods in stochastic programming
- Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
- Learning competitive market balance
- Dynamic fleet management as a logistics queueing network
- Title not available (Why is that?)
- Stochastic quasi-gradient techniques in VaR-based ALM models
- Title not available (Why is that?)
- Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
- Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
- Inexact subgradient methods with applications in stochastic programming
- A primal-dual approach to inexact subgradient methods
- Stochastic penalty function methods for nonsmooth constrained minimization
- On convergence of quasi-gradient stochastic methods of optimization
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- Title not available (Why is that?)
- A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems
- Systems analysis of coal production and energy-water-food security in China
- The empirical behavior of sampling methods for stochastic programming
- On the formulation of stochastic linear programs using algebraic modelling languages
- Interbranch chessboard of uncertainty and its applications: forecasting, economic policy, fiscal risk, general equilibrium
- Approximate nonlinear programming algorithms for solving stochastic programs with recourse
- Stochastic quasigradient algorithm to minimize the function of integral quantile
- Deterministic and stochastic approximating problems with applications to production control
- The effect of deterministic noise in subgradient methods
- Estimation of an optimal solution of a LP problem with unknown objective function
- On convergence of a stochastic quasigradient algorithm of quantile optimization
- An algorithm for approximating piecewise linear concave functions from sample gradients
- Title not available (Why is that?)
- A gradient-like method for quasidifferentiable optimization
- On stochastic gradient and subgradient methods with adaptive steplength sequences
- SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods
- A solution method for a two-dispatch delivery problem with stochastic customers
- Adaptive step size rules for stochastic optimization in large-scale learning
- Dynamic control of multicommodity fleet management problems
- Title not available (Why is that?)
- Stochastic programming perspective on the agency problems under uncertainty
- Implementable algorithm for stochastic optimization using sample average approximations
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 Q3818809)
