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20122023
most citedTime-Consistent Risk Measures for Continuous-Time Markov Chains

2 citations · 5 across the 7 of their papers we have counts for

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math.OC2019

Convergence of a Stochastic Subgradient Method with Averaging for Nonsmooth Nonconvex Constrained Optimization

Andrzej Ruszczynski

We prove convergence of a single time-scale stochastic subgradient method with subgradient averaging for constrained problems with a nonsmooth and nonconvex objective function havi…