Stochastic optimization problems with nondifferentiable cost functionals with an application in stochastic programming
暂无分享,去创建一个
[1] R. Aumann. INTEGRALS OF SET-VALUED FUNCTIONS , 1965 .
[2] V. F. Dem'yanov,et al. Minimization of Functionals in Normed Spaces , 1968 .
[3] R. Rockafellar. Measurable dependence of convex sets and functions on parameters , 1969 .
[4] Lucien W. Neustadt,et al. A General Theory of Extremals , 1969, J. Comput. Syst. Sci..
[5] D. Luenberger. Control problems with kinks , 1970 .
[6] T. F. Bridgland. Trajectory integrals of set valued functions. , 1970 .
[7] Sanjoy K. Mitter,et al. Conjugate convex functions, duality, and optimal control problems I: Systems governed by ordinary differential equations , 1970, Information Sciences.
[8] R. Rockafellar,et al. Conjugate convex functions in optimal control and the calculus of variations , 1970 .
[9] D. Bertsekas,et al. Steepest Descent for Optimization Problems with Nondifferentiable Cost Functionals , 1971 .
[10] C. M. Shetty,et al. Optimality Criteria in Nonlinear Programming Without Differentiability , 1971, Oper. Res..
[11] D. Bertsekas. Stochastic optimization problems with nondifferentiable cost functionals , 1973 .