scientific article; zbMATH DE number 4091201
From MaRDI portal
Publication:3818809
Recommendations
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 preconditioning technique for Schur complement systems arising in stochastic optimization
- Cut sharing for multistage stochastic linear programs with interstage dependency
- A new convergent hybrid learning algorithm for two-stage stochastic programs
- scientific article; zbMATH DE number 4087432 (Why is no real title available?)
- Solving stochastic structural optimization problems by RSM-based stochastic approximation methods -- gradient estimation in case of intermediate variables
- Robust optimization - a comprehensive survey
- Decomposition methods in stochastic programming
- Extensions of stochastic optimization results to problems with system failure probability functions
- Learning competitive market balance
- Dynamic fleet management as a logistics queueing network
- Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
- scientific article; zbMATH DE number 2033405 (Why is no real title available?)
- Stochastic quasi-gradient techniques in VaR-based ALM models
- scientific article; zbMATH DE number 1086729 (Why is no real title available?)
- 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
- A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
- Systems analysis of coal production and energy-water-food security in China
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- scientific article; zbMATH DE number 194340 (Why is no real title available?)
- 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
- Estimation of an optimal solution of a LP problem with unknown objective function
- The effect of deterministic noise in subgradient methods
- On convergence of a stochastic quasigradient algorithm of quantile optimization
- An algorithm for approximating piecewise linear concave functions from sample gradients
- On stochastic gradient and subgradient methods with adaptive steplength sequences
- scientific article; zbMATH DE number 4118164 (Why is no real title available?)
- A gradient-like method for quasidifferentiable optimization
- A solution method for a two-dispatch delivery problem with stochastic customers
- SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods
- Adaptive step size rules for stochastic optimization in large-scale learning
- Dynamic control of multicommodity fleet management problems
- scientific article; zbMATH DE number 4085417 (Why is no real title available?)
- 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)