%A Y. Ermoliev
%A V. I. Norkin
%J Cybernetics and Systems Analysis
%T Solution of Nonconvex Nonsmooth Stochastic Optimization Problems
%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.
%N 5
%K Nonconvex optimization problems; Nonsmooth functions; Stochastic programming; Stochastic quasigradient; Uncertainty
%P 701-715
%V 39
%D 2003
%I Springer
%R 10.1023/B:CASA.0000012091.84864.65
%L iiasa13482