From Stochastic Programming to Variational Analysis

被引：0

作者：

Wets, Roger J-B ^{[1
]}

机构：

[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA

来源：

JOURNAL OF CONVEX ANALYSIS | 2023年 / 30卷 / 02期

关键词：

Biography; stochastic programming; variational analysis;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：407 / 411

页数：5

共 50 条

[1] Two-Stage Stochastic Variational Inequality Arising from Stochastic Programming
Li, Min
Zhang, Chao
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2020, 186 (01) : 324 - 343
[2] Two-Stage Stochastic Variational Inequality Arising from Stochastic Programming
Min Li
Chao Zhang
Journal of Optimization Theory and Applications, 2020, 186 : 324 - 343
[3] A VARIATIONAL APPROACH TO STOCHASTIC-PROGRAMMING
NASLUND, B
WHINSTON, A
OPERATIONS RESEARCH, 1962, 10 : B24 - B25
[4] Probabilistic programming with stochastic variational message passing
Akbayrak, Semih
Senoz, Ismail
Sari, Alp
de Vries, Bert
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 2022, 148 : 235 - 252
[5] Special issue on nonlinear programming, variational inequalities, and stochastic programming - Foreword
Pang, Jong-Shi
Ralph, Daniel
MATHEMATICAL PROGRAMMING, 2009, 117 (1-2) : 1 - 4
[6] Foreword: Special issue on nonlinear programming, variational inequalities, and stochastic programming
Jong-Shi Pangc
Daniel Ralph
Mathematical Programming, 2009, 117 : 1 - 4
[7] Solving Lagrangian variational inequalities with applications to stochastic programming
R. Tyrrell Rockafellar
Jie Sun
Mathematical Programming, 2020, 181 : 435 - 451
[8] Solving Lagrangian variational inequalities with applications to stochastic programming
Rockafellar, R. Tyrrell
Sun, Jie
MATHEMATICAL PROGRAMMING, 2020, 181 (02) : 435 - 451
[9] A Variational Analysis of Stochastic Gradient Algorithms
Mandt, Stephan
Hoffman, Matthew D.
Blei, David M.
INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 48, 2016, 48
[10] Asymptotic analysis for a stochastic semidefinite programming
Zhang, Jie
Lin, Shuang
Zhang, Yi
OPERATIONS RESEARCH LETTERS, 2021, 49 (02) : 164 - 170

← 1 2 3 4 5 →