A Nonlinear Lagrange Algorithm for Stochastic Minimax Problems Based on Sample Average Approximation Method

Journal of Applied Mathematics - United States
doi 10.1155/2014/497262
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Hindawi Limited

Related search

An Implementable SAA Nonlinear Lagrange Algorithm for Constrained Minimax Stochastic Optimization Problems

Mathematical Problems in Engineering
MathematicsEngineering
2018English

Partial Sample Average Approximation Method for Chance Constrained Problems

Optimization Letters
ControlOptimization
2018English

A Smoothing Algorithm for a New Two-Stage Stochastic Model of Supply Chain Based on Sample Average Approximation

Mathematical Problems in Engineering
MathematicsEngineering
2017English

A Stochastic Approximation Algorithm With Markov Chain Monte-Carlo Method for Incomplete Data Estimation Problems

Proceedings of the National Academy of Sciences of the United States of America
Multidisciplinary
1998English

Enhancing the Sample Average Approximation Method With U Designs

Biometrika
StatisticsProbabilityUncertaintyApplied MathematicsBiological SciencesAgriculturalMathematics
2010English

Minimax-Robust Estimation Problems for Stationary Stochastic Sequences

Statistics, Optimization and Information Computing
ControlInformation SystemsPattern RecognitionProbabilityUncertaintyComputer VisionOptimizationStatisticsSignal ProcessingArtificial Intelligence
2015English

Minimax Location Problems With Nonlinear Costs

Journal of Research of the National Bureau of Standards
1977English

An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems With Many Objective Functions

SIAM Journal on Optimization
Theoretical Computer ScienceSoftware
1996English

Stochastic Approximation and Nonlinear Regression.

Biometrics
StatisticsGeneticsProbabilityMolecular BiologyBiochemistryApplied MathematicsMicrobiology ImmunologyBiological SciencesMedicineAgricultural
1972English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy