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Stability of stochastic programming methods to stochastic quasigradient computing errors. (English. Russian original) Zbl 0476.90049

Cybernetics 16, 434-438 (1981); translation from Kibernetika 1980, No. 3, 117-119 (1980).

MSC:

90C15 Stochastic programming
90C31 Sensitivity, stability, parametric optimization
65G50 Roundoff error
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References:

[1] Yu. M. Ermol’ev, Methods of Stochastic Programming [in Russian], Nauka, Moscow (1976).
[2] A. M. Gupal, Stochastic Methods for Solving Unsmooth Extremal Problems [in Russian], Naukova Dumka, Kiev (1979).
[3] E. A. Nurminskii, Numerical Methods for Solving Determinate and Stochastic Minimax Problems [in Russian], Naukova Dumka, Kiev (1979).
[4] S. M. Ermakov, The Monte Carlo Method and Allied Topics [in Russian], Nauka, Moscow (1966).
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