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Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers |
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| Authors: | I V Evstigneev M I Taksar |
| Institution: | (1) School of Economic Studies, University of Manchester, Oxford Road, Manchester, M13 9PL, UK. E-mail: igor.evstigneev@man.ac.uk. (Corresponding author.), GB;(2) Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, NY 11794-3600, USA., US |
| Abstract: | |
| Keywords: | : convex stochastic optimization random fields on countable directed graphs stochastic Lagrange multipliers biting lemma |
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