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Number of items: 4.

Article

Uryasev, S. (1995). Derivatives of probability functions and some applications. Annals of Operations Research 56 (1), 287-311. 10.1007/BF02031712.

Uryasev, S. (1991). New variable-metric algorithms for nondifferentiable optimization problems. Journal of Optimization Theory and Applications 71 (2), 359-388. 10.1007/BF00939925.

Sandblom, C.L. & Uryasev, S. (1989). Direct Gradient Approaches for Optimizing Smooth, Nonsmooth and Stochastic Dynamic Economic Systems. IFAC Proceedings Volumes 22 (5), 139-143. 10.1016/S1474-6670(17)53443-6.

Book Section

Uryasev, S. (1990). Adaptive variable metric methods for nondifferentiable optimization problems. In: Analysis and Optimization of Systes. pp. 432-441 Germany: Springer Berlin/Heidelberg. ISBN 978-3-540-47085-4 10.1007/BFb0120066.

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