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Robust Stochastic Approximation Approach to Stochastic Programming (Q3648521)

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Robust Stochastic Approximation Approach to Stochastic Programming
scientific article

    Statements

    title
    Robust Stochastic Approximation Approach to Stochastic Programming (English)
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    author
    Arkadi Nemirovski
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    Guanghui Lan
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    Alexander Shapiro
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    Anatoli B. Juditsky
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    publication date
    27 November 2009
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    zbMATH Keywords
    Monte Carlo sampling
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    minimax problems
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    saddle point
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    Identifiers

    DOI
    10.1137/070704277
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    zbMATH DE Number
    5639479
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    Wikidata QID
    Q57392911
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    OpenAlex ID
    W1992208280
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