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On the solution of two-stage stochastic problems with nonconvex functions

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Literature Cited

  1. G. B. Dantzig, Linear Programming and Extensions, Princeton University Press, Princeton (1962).

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  2. Yu. M. Ermol'ev and N. Z. Shor, “On the minimization of nondifferentiable functions,” Kibernetika, No. 1 (1967).

  3. Yu. M. Ermol'ev, “On the method of stochastic gradients and stochastic quasigradient sequences,” Kibernetika, No. 2 (1969).

  4. Yu. M. Ermol'ev, “On a problem of stochastic programming,” Kibernetika, No. 3 (1971).

  5. Yu. M. Ermol'ev, “On a problem in programmed control of a random process,” Kibernetika, No. 1 (1972).

  6. E. A. Nurminskii, “Quasigradient method of solving nonlinear programming problems,” Kibernetika, No. 1 (1973).

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Translated from Kibernetika, No. 3, pp. 100–102, May–June, 1976.

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Ermolenko, O.V. On the solution of two-stage stochastic problems with nonconvex functions. Cybern Syst Anal 12, 437–439 (1976). https://doi.org/10.1007/BF01070027

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  • DOI: https://doi.org/10.1007/BF01070027

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