Solution of nonconvex nonsmooth stochastic optimization problems

DOI10.1023/B:CASA.0000012091.84864.65zbMath1066.90071MaRDI QIDQ557415

Yury M. Ermoliev, Vladimir I. Norkin

Publication date: 30 June 2005

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

zbMATH Keywords

uncertaintystochastic programmingnonconvex optimization problemsnonsmooth functionsstochastic quasigradient

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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