On nonsmooth and discontinuous problems of stochastic systems optimization

European Journal of Operational Research

Volumn 101, Issue 2, 1997, Pages 230-244

  Ermoliev, Yuri M ^a   Norkin, Vladimir I ^b  

^a INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS   (Austria)

^b V M GLUSHKOV INSTITUTE OF CYBERNETICS   (Ukraine)

Author keywords

Deterministic counterpart; Discontinuity; Mollifiers; Networks; Risk; Stochastic approximation; Stochastic quasi gradients; Subgradients; Theory of distributions

Indexed keywords

COMPUTER NETWORKS; OPERATIONS RESEARCH; RANDOM PROCESSES; STATISTICAL METHODS;

STOCHASTIC APPROXIMATION;

OPTIMIZATION;

EID: 0031221583     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(96)00395-5     Document Type: Article

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