?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4500%2F&rft.title=On+Nonsmooth+Problems+of+Stochastic+Systems+Optimization&rft.creator=Ermoliev%2C+Y.M.&rft.creator=Norkin%2C+V.I.&rft.description=A+class+of+stochastic+optimization+problems+is+analyzed+that+cannot+be+solved+by+deterministic+and+standard+stochastic+approximation+methods.+We+consider+risk+control+problems%2C+optimization+of+stochastic+networks+and+discrete+event+systems%2C+screening+irreversible+changes%2C+pollution+control.+The+results+of+Ermoliev%2C+Norkin%2C+Wets+%5B11%5D+are+extended+to+the+case+of+problems+involving+random+variables+and+general+constraints.+It+is+shown+that+the+concept+of+mollifier+subgradient+leads+to+easily+implementable+computational+procedures+for+stochastic+systems+with+Lipschitz+and+discontinuous+expectation+functions.+New+optimality+conditions+are+formulated+enabling+to+design+stochastic+search+procedures+for+constrained+optimization+of+discontinuous+systems.&rft.publisher=WP-95-096&rft.date=1995-12&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4500%2F1%2FWP-95-096.pdf&rft.identifier=++Ermoliev%2C+Y.M.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F338.html%3E+%26+Norkin%2C+V.I.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F2245.html%3E++(1995).++On+Nonsmooth+Problems+of+Stochastic+Systems+Optimization.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-95-096+++++