Generalized stochastic method of centers

DOI10.1007/BF01069122zbMATH Open0469.90061MaRDI QIDQ3923945FDOQ3923945

Authors: Mikhail Mikhalevich 

Publication date: 1980

Published in: Cybernetics (Search for Journal in Brave)

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)

Cites Work

• Title not available (Why is that?)

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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