Generalized stochastic method of centers

DOI10.1007/BF01069122MaRDI QIDQ3923945zbMATH OpenFDO

Authors Mikhail Mikhalevich

Publication date 1980

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01069122

zbMATH Keywords

minimizationsufficient convergence conditionsstochastic quasigradientsmean value functionprojection type algorithmconvex random functionsgeneralized stochastic method of centers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cited in

(4)

• Models and information technologies for decision support during structural and technological changes
• Algorithms to construct a mathematical model of preferences using expert judgments
• Method of generalized gradient descent
• Hierarchical decision procedure

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