@article{iiasa13482,
          volume = {39},
          number = {5},
           title = {Solution of Nonconvex Nonsmooth Stochastic Optimization Problems},
       publisher = {Springer},
         journal = {Cybernetics and Systems Analysis},
             doi = {10.1023/B:CASA.0000012091.84864.65},
           pages = {701--715},
            year = {2003},
        keywords = {Nonconvex optimization problems; Nonsmooth functions; Stochastic programming; Stochastic quasigradient; Uncertainty},
             url = {https://pure.iiasa.ac.at/id/eprint/13482/},
            issn = {1060-0396},
        abstract = {Different classes of nonconvex nonsmooth stochastic optimization problems are analyzed, their generalized differentiability properties and necessary optimality conditions are studied, and a technique for calculating stochastic gradients is developed. For each class of the problems, corresponding solution methods are proposed, in particular, generalizations of the stochastic quasigradient method.},
          author = {Ermoliev, Y. and Norkin, V. I.}
}