Authors:
Ermoliev, YM
Ermolieva, TY
MacDonald, GJ
Norkin, VI
Citation: Ym. Ermoliev et al., Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks, ANN OPER R, 99, 2000, pp. 207-225
Citation: Ym. Ermol'Ev et Vi. Norkin, Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization, CYB SYS AN, 34(4), 1998, pp. 553-563
Citation: Ym. Ermol'Ev et Vi. Norkin, Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization, CYB SYS AN, 34(2), 1998, pp. 196-215