An algorithm for approximating piecewise linear concave functions from sample gradients
type: Item
instance of: scholarly article
title: An algorithm for approximating piecewise linear concave functions from sample gradients
zbMATH Open document ID: 1031.90024
DOI: 10.1016/S0167-6377(02)00187-6
author: Huseyin Topaloglu
author: Warren Powell
published in: Operations Research Letters
publication date: 2003-05-04T00:00:00Z
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C52
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 1903531
zbMATH Keywords: Stochastic gradient methods
zbMATH Keywords: Approximation
zbMATH Keywords: Almost sure convergence
zbMATH Keywords: Concave functions
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1903531