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Solution of Nonconvex Nonsmooth Stochastic Optimization Problems. 智库出版物
2003
作者:  Ermoliev Y;  Norkin V I
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Nonconvex optimization problems  Nonsmooth functions  Stochastic programming  Stochastic quasigradient  Uncertainty  
Insurability of catastrophic risks: The stochastic optimization model. 智库出版物
2000
作者:  Ermoliev YM;  Ermolieva TY;  MacDonald GJ;  Norkin VI
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Stochastic Optimization, Catastrophic Risk, Portfolio Selection, Ruin Probability, Nonsmooth Risk Functions, Adaptive Monte Carlo Optimization, Path-Dependent Laws Of Large Numbers,  
Constraint aggregation principle in convex optimization. 智库出版物
1997
作者:  Ermoliev YM;  Kryazhimskiy AV;  Ruszczynski A
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Nonsmooth optimization  Surrogate constraints  Subgradient methods  Decomposition  
The Space of Star-Shaped Sets and Its Applications in Nonsmooth Optimization. 智库出版物
1984
作者:  Rubinov AM;  Yagubov AA
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gauge  star-shaped sets  positively homogeneous functions  directional derivatives  nonsmooth optimization  quasidifferentiable functions  necessary conditions