Norkin V. Stochastic methods for solving nonconvex stochastic programming problems and their applications

Українська версія

Thesis for the degree of Doctor of Science (DSc)

State registration number

0599U000057

Applicant for

Specialization

  • 01.05.01 - Теоретичні основи інформатики та кібернетики

26-02-1999

Specialized Academic Board

Д26.194.02

Essay

Nonconvex stochastic programming problems. To develop stochastic methods for searching local and global optimums. Research methods include convex and nonsmooth analysis, convex stochastic programming theory. Stochastic generalized gradient methods for local optimization and stochastic branch and bound methods for stochastic global and discrete optimization are developed. Applications include operations research, system analysis, optimization of stochastic networks.

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