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Nazin, A. V.

Game approach to the solution of a problem of stochastic programming. (English. Russian original) Zbl 0425.90069

Autom. Remote Control 39, 215-223 (1978); translation from Avtom. Telemekh. 1978, No. 2, 72-82 (1978).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0425.90069

MSC:

90C15 Stochastic programming
41A25 Rate of convergence, degree of approximation
91A05 2-person games

Keywords:

Arrow-Hurwitz algorithm; stochastic programming; two-person zero-sum game; generalized gradient methods; stochastic approximation
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