Step control for direct stochastic-programming methods

DOI10.1007/BF01069063zbMATH Open0475.90066OpenAlexW2037815503MaRDI QIDQ3931024FDOQ3931024

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

This page was built for publication: Step control for direct stochastic-programming methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3931024)