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stochastic average approximation
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A stochastic sequential quadratic optimization algorithm for nonlinear-equality-constrained optimization with rank-deficient Jacobians
Berahas, Albert S.
;
Curtis, Frank E.
;
O'Neill, Michael J.
; …
- In:
Mathematics of operations research
49
(
2024
)
4
,
pp. 2212-2248
Persistent link: https://www.econbiz.de/10015197860
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Solving optimal stopping problems via randomization and empirical dual optimization
Belomestny, Denis
;
Bender, Christian
;
Schoenmakers, John
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1454-1480
Persistent link: https://www.econbiz.de/10014329294
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