scientific article; zbMATH DE number 4118164

zbMATH Open0682.90069MaRDI QIDQ4732307FDOQ4732307

Authors: Alexei Gaivoronski 

Publication date: 1988

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

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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)

Cited In (27)

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• Stochastic quasigradient methods for optimization of discrete event systems
• The regularized stochastic Nesterov's accelerated quasi-Newton method with applications
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• Modelling and analysis of multistage stochastic programming problems: A software environment
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• A numerical method for solving stochastic programming problems with moment constraints on a distribution function
• Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
• Stochastic quasi-gradient techniques in VaR-based ALM models
• Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
• Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
• Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• 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
• Semi-srochastic approximation by the response surface methodology (RMS)
• Optimal step sizes in semi-stochastic approximation procedures. II
• Stochastic quasigradient algorithm to minimize the function of integral quantile
• Sensitivity analysis and optimization of stochastic Petri nets
• SLP-IOR: An interactive model management system for stochastic linear programs
• On convergence of a stochastic quasigradient algorithm of quantile optimization
• A gradient-like method for quasidifferentiable optimization
• Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes
• Stochastic programming perspective on the agency problems under uncertainty

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