Stochastic quasigradient methods: Applications
Authors: Ermoliev Y
Publication Year: 2009
Reference: In Encyclopedia of Optimization, C.A. Floudas, P.M. Pardalos (eds)
Springer-Verlag, New York, USA pp. 3807-3813
[ISBN 978-0-387-74758-3]
Abstract
KEYWORDS: Expected utility; Stochastic optimization (STO) problem; Standard stochastic approximation; Pollution control; Queuing systems; Catastrophic risks; Neural nets; Automaton learning
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