Step control for direct stochastic-programming methods

DOI10.1007/BF01069063MaRDI QIDQ3931024zbMATH OpenOpenAlexFDO

Authors Stanislav P. Uryasev

Publication date 1980

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01069063

zbMATH Keywords

smooth functionunconstrained minimizationtwo-stage stochastic approximation procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic programming (90C15)

Cited in

(1)

• Stochastic generalized gradient methods for training nonconvex nonsmooth neural networks

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