scientific article; zbMATH DE number 819402

MaRDI QIDQ4856141zbMATH OpenFDO

Authors J. C. Culioli, Guy Cohen

Publication date 7 January 1996

zbMATH Keywords

expectation constraintsstochastic Arrow-Hurwicz algorithmstochastic optimization problem

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Probability theory on algebraic and topological structures (60B99) Optimal stochastic control (93E20)

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Cited in

(8)

• Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
• Algorithms for stochastic optimization with function or expectation constraints
• scientific article; zbMATH DE number 5689707 (Why is no real title available?)
• Gradient-based simulation optimization under probability constraints
• A data efficient and feasible level set method for stochastic convex optimization with expectation constraints
• Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm
• Stochastic Programming Using Expected Value Bounds
• A fully stochastic primal-dual algorithm

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