A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems.

Farzad Yousefian Angelia Nedic Uday V. Shanbhag

Published in: WSC (2017)

Keyphrases

stochastic optimization problems
quasi newton method
random variables
optimization problems
control policies
objective function
quasi newton
limited memory
probability distribution
graphical models
neural network
probabilistic model
markov decision processes
sensitivity analysis
memory space