scientific article; zbMATH DE number 194340

zbMath0709.90073MaRDI QIDQ4692293

Stanislav P. Uryasev

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonsmooth optimizationvariational inequalitiesNash equilibriumsubdifferentialsubgradientspeed of convergencestochastic quasigradientill-conditioned optimizationrecursive stochastic optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Variational inequalities (49J40) Nonsmooth analysis (49J52) Stochastic programming (90C15) Other game-theoretic models (91A40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (6)

Shares allocation methods for generalized game problems with joint constraints ⋮ Generalized gradients in dynamic optimization, optimal control, and machine learning problems ⋮ The problem of possibilistic-probabilistic optimization ⋮ Stochastic generalized gradient methods for training nonconvex nonsmooth neural networks ⋮ Splitting-type method for systems of variational inequalities ⋮ Nonlinear stochastic programming by Monte-Carlo estimators

Uses Software

• SQG

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