scientific article; zbMATH DE number 4118164
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Publication:4732307
zbMATH Open0682.90069MaRDI QIDQ4732307FDOQ4732307
Authors: Alexei Gaivoronski
Publication date: 1988
Title of this publication is not available (Why is that?)
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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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- 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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