scientific article; zbMATH DE number 3706243

MaRDI QIDQ3898342zbMATH OpenFDO

Authors Anatol M. Gupal

Publication date 1979

zbMATH Keywords

probabilistic constraintspenalty function typerandom realizations of target functions

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited in

(4)

• A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems
• On nonsmooth and discontinuous problems of stochastic systems optimization
• On stochastic gradient and subgradient methods with adaptive steplength sequences
• On convergence of the stochastic subgradient method with on-line stepsize rules

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