Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory

DOI10.1007/S10559-011-9363-XMaRDI QIDQ464973zbMATH OpenOpenAlexFDO

Authors I. V. Sergienko, Pavel S. Knopov

Publication date 30 October 2014

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-011-9363-x

zbMATH Keywords

optimal controlquasigradientsstochastic optimization theory

Mathematics Subject Classification ID

Stochastic programming (90C15) Biographies, obituaries, personalia, bibliographies (01A70) History of operations research and mathematical programming (90-03)

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Cites work

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• SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods
• Some proposals for stochastic facility location models
• Stochastic Optimization Problems with Incomplete Information on Distribution Functions
• Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization
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Cited in

(4)

• Optimization and identification of stochastic systems
• The scientific heritage of B. N. Pshenichnyi
• On N. Z. Shor's three scientific ideas
• Interbranch chessboard of uncertainty and its applications: forecasting, economic policy, fiscal risk, general equilibrium

Describes a project that uses

Uses Software

• SQG

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