Robust Stochastic Approximation Approach to Stochastic Programming

Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan, Alexander Shapiro. Robust Stochastic Approximation Approach to Stochastic Programming. SIAM Journal on Optimization, 19(4):1574-1609, 2009. [doi]

Authors

Arkadi Nemirovski

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Anatoli Juditsky

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Guanghui Lan

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Alexander Shapiro

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