Stochastic quasigradient method for quadratic optimization under dependent observations

MaRDI QIDQ1320839zbMATH OpenFDO

Authors S. V. Shil'man

Publication date 24 May 1994

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

quadratic optimizationquasigradient method

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited in

(5)

• Stochastic quasi-gradient techniques in VaR-based ALM models
• A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty
• Stochastic quasigradient algorithm to minimize the function of integral quantile
• On convergence of a stochastic quasigradient algorithm of quantile optimization
• scientific article; zbMATH DE number 4118164 (Why is no real title available?)

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