Step control for direct stochastic-programming methods

DOI10.1007/BF01069063zbMath0475.90066OpenAlexW2037815503MaRDI QIDQ3931024

Stanislav P. Uryasev

Publication date: 1980

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01069063

zbMATH Keywords

unconstrained minimizationsmooth functiontwo-stage stochastic approximation procedure

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic approximation (62L20)

Related Items (1)

Stochastic generalized gradient methods for training nonconvex nonsmooth neural networks

This page was built for publication: Step control for direct stochastic-programming methods