scientific article; zbMATH DE number 4118164

MaRDI QIDQ4732307zbMATH OpenFDO

Authors Alexei Gaivoronski

Publication date 1988

zbMATH Keywords

computer implementationstochastic quasigradient methodscontrol of water resources

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Operations research and management science (90B99)

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(27)

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• A primal-dual approach to inexact subgradient methods
• Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
• Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
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• Semi-srochastic approximation by the response surface methodology (RMS)
• Stochastic quasigradient algorithm to minimize the function of integral quantile
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