Reduced gradient method for stochastic optimization problem with nonlinear constraints

zbMath0745.62081MaRDI QIDQ1812840

V. S. Izhutkin

Publication date: 25 June 1992

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

algorithmsdeterministic nonlinear constraints

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic approximation (62L20) Numerical methods in optimal control (49M99)

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