scientific article; zbMATH DE number 3761782

zbMATH Open0484.90070MaRDI QIDQ3944348FDOQ3944348

Authors: Yuri M. Ermoliev 

Publication date: 1976

Title of this publication is not available (Why is that?)

zbMATH Keywords

direct methodsminimax problemsnondifferentiable functionsstochastic quasi-gradient methodtwo stage programming under uncertaintyexpectations in the constraintsproblems involving probabilities

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

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• Stochastic multilevel composition optimization algorithms with level-independent convergence rates
• Academician V. S. Mikhalevich as a scientist and science organizer (on the occasion of his 70th birthday)
• Stochastic quasigradient algorithm to minimize the quantile function
• On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
• Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
• Exact penalties for decomposable convex optimization problems
• Parallelization of the quantile function optimization algorithms
• Robust food-energy-water-environmental security management: Stochastic quasigradient procedure for linkage of distributed optimization models under asymmetric information and uncertainty
• Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization
• Mixed strategies in vector optimization and Germeier's convolution
• Optimal planning for two-stage stochastic industrial systems
• Distributed stochastic compositional optimization problems over directed networks
• Multilevel stochastic gradient methods for nested composition optimization
• On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function
• A functional model method for nonconvex nonsmooth conditional stochastic optimization
• A stochastic subgradient method for distributionally robust non-convex and non-smooth learning
• A single timescale stochastic quasi-Newton method for stochastic optimization
• The problem of possibilistic-probabilistic optimization
• Stochastic mirror descent method for distributed multi-agent optimization
• Stochastic quasigradient algorithm to minimize the function of integral quantile
• Applications of stochastic programming: Achievements and questions
• Fuzzy and stochastic programming
• Nonsmooth-optimization methods in problems of stochastic programming
• Nonlinear stochastic programming by Monte-Carlo estimators
• Stochastic composition optimization of functions without Lipschitz continuous gradient
• Simultaneous perturbation stochastic approximation of nonsmooth functions
• Solution of nonlinear programming with unknown distribution function
• On convergence of the stochastic subgradient method with on-line stepsize rules

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