scientific article; zbMATH DE number 3333703
From MaRDI portal
Publication:5611351
zbMath0209.46204MaRDI QIDQ5611351
Publication date: 1970
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Risk measures in stochastic programming and robust optimization problems ⋮ Constraint aggregation principle in convex optimization ⋮ Decomposition methods in stochastic programming ⋮ Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems ⋮ Mathematical modeling of distributed catastrophic and terrorist risks ⋮ Systems analysis of robust strategic decisions to plan secure food, energy, and water provision based on the stochastic globiom model ⋮ Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization ⋮ Some applied problems from random field theory ⋮ The effect of deterministic noise in subgradient methods ⋮ Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory ⋮ Safety-first portfolio selection ⋮ Estimating reliability parameters under insufficient information ⋮ A numerical method for solving stochastic programming problems with moment constraints on a distribution function ⋮ Method of empirical means in stochastic programming problems ⋮ Stochastic quasigradient methods for optimization of discrete event systems ⋮ Sensitivity analysis and optimization of stochastic Petri nets ⋮ A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization ⋮ Optimal strategies for an inventory system with cost functions of general form ⋮ A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization ⋮ Stochastic programming in water management: A case study and a comparison of solution techniques