Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market

DOI10.1155/2018/3742575zbMath1454.90046OpenAlexW2786285891MaRDI QIDQ1709750

Jian Lv, Li-Ping Pang, Zun-Quan Xia, Shuang Chen

Publication date: 6 April 2018

Published in: Journal of Function Spaces (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/3742575

zbMATH Keywords

stochastic approximation method,

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Stochastic programming (90C15)

Uses Software

• QSDP

Cites Work

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