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Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, 2012, Volume 12, Issue 4, Pages 11–14
DOI: https://doi.org/10.18500/1816-9791-2012-12-4-11-14 (Mi isu325) 		 
Mathematics

A direct method of stochastic optimization

V. V. Kolbin, M. V. Svishchikova

Saint-Petersburg State University
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DOI: https://doi.org/10.18500/1816-9791-2012-12-4-11-14
Abstract: A direct method is proposed for stochastic programming. On each step the method uses solving of the linear program which is the linear approximation of input stochastic programs.
Key words: stochastic programming, convex, direct methods.
Bibliographic databases:
Document Type: Article
UDC: 519.6
Language: Russian
Citation: V. V. Kolbin, M. V. Svishchikova, “A direct method of stochastic optimization”, Izv. Saratov Univ. Math. Mech. Inform., 12:4 (2012), 11–14
Citation in format AMSBIB
\Bibitem{KolSvi12}
\by V.~V.~Kolbin, M.~V.~Svishchikova
\paper A direct method of stochastic optimization
\jour Izv. Saratov Univ. Math. Mech. Inform.
\yr 2012
\vol 12
\issue 4
\pages 11--14
\mathnet{http://mi.mathnet.ru/isu325}
\crossref{https://doi.org/10.18500/1816-9791-2012-12-4-11-14}
\elib{https://elibrary.ru/item.asp?id=22271145}
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