The Direct Monotone Stochastic Optimization Method

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3012 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3012 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3012 archive 351 disk0/00/00/29/71 2016-01-15 01:57:51 2021-08-27 17:12:58 2016-01-15 01:57:51 monograph show 2 Chepurnoj N.D. AL0067 The Direct Monotone Stochastic Optimization Method pub iis_met iis_mod prog_ado The monotone method for the solution of a stochastic programming problem of expectation type is considered in this paper. This method produces a sequence of points x^{s} with decreasing values of an objective function which distinguishes it from other known methods. The achievement of this method requires estimates of the objective function with accuracy which increases during successive iterations. 1987-09 published WP-87-081 WP-87-081 10 1807 public working_paper IIASA, Laxenburg, Austria 17 FALSE info:eu-repo/semantics/book