Publication:3880591
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zbMath0438.90067MaRDI QIDQ3880591
Publication date: 1980
convergence resultsnon-smooth optimizationnon-smooth functionsstochastic quasigradient methodslimit extremum problemstwo-stage chance constrained control problem
Stochastic programming (90C15) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)