Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory

DOI10.1007/s10559-011-9363-xzbMath1298.90061OpenAlexW1978285496MaRDI QIDQ464973

Ivan V. Sergienko, Pavel S. Knopov

Publication date: 30 October 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-011-9363-x

zbMATH Keywords

optimal controlquasigradientsstochastic optimization theory

Mathematics Subject Classification ID

Stochastic programming (90C15) Biographies, obituaries, personalia, bibliographies (01A70) History of operations research and mathematical programming (90-03)

Related Items

Optimization and identification of stochastic systems ⋮ Interbranch chessboard of uncertainty and its applications: forecasting, economic policy, fiscal risk, general equilibrium

Uses Software

• SQG

Cites Work

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