Validation analysis of mirror descent stochastic approximation method

This publication has 12 references indexed in Scilit:

• Robust Stochastic Approximation Approach to Stochastic Programming
  SIAM Journal on Optimization, 2009
• The empirical behavior of sampling methods for stochastic programming
  Annals of Operations Research, 2006
• Monte Carlo Sampling Methods
  2003
• The Sample Average Approximation Method for Stochastic Discrete Optimization
  SIAM Journal on Optimization, 2002
• Optimization of conditional value-at-risk
  Journal of Risk, 2000
• Monte Carlo bounding techniques for determining solution quality in stochastic programs
  Operations Research Letters, 1999
• New variants of bundle methods
  Mathematical Programming, 1995
• Acceleration of Stochastic Approximation by Averaging
  SIAM Journal on Control and Optimization, 1992
• The relaxation method of finding the common point of convex sets and its application to the solution of problems in convex programming
  USSR Computational Mathematics and Mathematical Physics, 1967
• A Stochastic Approximation Method
  The Annals of Mathematical Statistics, 1951