articleSIAM Journal on OptimizationJan 1, 2009Closed access

Robust Stochastic Approximation Approach to Stochastic Programming

ANArkadi NemirovskiAJAnatoli JuditskyGLGuanghui LanASAlexander Shapiro

Georgia Institute of Technology

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Abstract

International audience

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2,089
total citations
FWCI
64.92
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100%
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Authors

4

Topics & keywords

Topics
Keywords
  • Mathematical optimization
  • Subgradient method
  • Mathematics
  • Stochastic programming
  • Saddle point
  • Stochastic optimization
  • Stochastic approximation
  • Saddle
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