scientific article; zbMATH DE number 3765534
zbMATH Open0486.90058MaRDI QIDQ3947445FDOQ3947445
Authors: D. B. Yudin 
Publication date: 1979
Title of this publication is not available (Why is that?)
stochastic approximationdecision ruleserror estimatesminimax approachtwo-stageinformation structuresone-stagesolution methodsrecourse problemclosed-loop feedback stochastic dynamic optimal control problemdecision distributionsmulti- stagestatistical restrictions
Nonlinear programming (90C30) Stochastic programming (90C15) Integer programming (90C10) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Cited In (21)
- Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters
- On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion
- Stochastic optimization models of actuarial mathematics
- Process optimization under insufficient experimental information in the phase of service
- Stochastic generalized-differentiable functions in the problem of nonconvex nonsmooth stochastic optimization
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- Convergence conditions for the observed mean method in stochastic programming
- Optimal planning for two-stage stochastic industrial systems
- Stochastic model of the electric power purchase system on a railway segment
- Stochastic Lipschitz functions
- On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
- On reduction of the two-stage problem of quantile optimization to the problem of convex programming
- Solution to a two-step logistics problem in a quintile statement
- The decomposition method for two-stage stochastic linear programming problems with quantile criterion
- Combinatorial optimization under uncertainty
- Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization
- On measuring and profiling catastrophic risks
- Optimality conditions for the two-period inventory management problem in case of the stochastic demand
- Dynamical programming method using in stochastic problems of resources distribution
- On the convexity of images of nonlinear integral operators
- On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
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