The stochastic method of generalized Clarke gradients for solving two- stage problems of stochastic programming with coupled variables

zbMATH Open0804.90099MaRDI QIDQ1323938

A. Perevozchikov

Publication date: 6 July 1994

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

coupled variablesgeneralized Clarke gradientstwo-stage problem of stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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