%0 Journal Article
%@ 1060-0396
%A Ermoliev, Y.
%A Norkin, V. I.
%D 2003
%F iiasa:13482
%I Springer
%J Cybernetics and Systems Analysis
%K Nonconvex optimization problems; Nonsmooth functions; Stochastic programming; Stochastic quasigradient; Uncertainty
%N 5
%P 701-715
%R 10.1023/B:CASA.0000012091.84864.65
%T Solution of Nonconvex Nonsmooth Stochastic Optimization Problems
%U https://pure.iiasa.ac.at/id/eprint/13482/
%V 39
%X 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.