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Stochastic Optimization Methods

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Publication:5177500
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DOI10.1007/978-3-662-46214-0zbMath1308.90002OpenAlexW1540846857MaRDI QIDQ5177500

Kurt Marti

Publication date: 12 March 2015

Full work available at URL: https://doi.org/10.1007/978-3-662-46214-0



Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)


Related Items (5)

A Model for Optimal Human Navigation with Stochastic Effects ⋮ Risk-neutral multiobjective optimal control of random Volterra integral equations ⋮ Об одном методе поиска глобального экстремума непрерывной функции на симплексе ⋮ Scheduling with a processing time oracle ⋮ An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems




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