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About Projections in the Implementation of Stochastic Quasigradient Methods to Some Probabilistic Inventory Control Problems

In: Separable Optimization

Author

Listed:
  • Stefan M. Stefanov

    (South-West University Neofit Rilski)

Abstract

In this chapter, probabilistic inventory controlInventory models problems are considered. After a brief description of stochastic quasigradient methods (SQMs) for solving stochastic programmingStochastic programming problems, the algorithms suggested in Part Two of this book are implemented for projecting the current approximation, generated by the SQM, onto feasible sets of two important inventory models. Some examples and results of computational experiments are also presented. A stochastic version of the problem of best Chebyshev approximation is formulated and the corresponding stochastic quasigradient is calculated.

Suggested Citation

  • Stefan M. Stefanov, 2021. "About Projections in the Implementation of Stochastic Quasigradient Methods to Some Probabilistic Inventory Control Problems," Springer Optimization and Its Applications, in: Separable Optimization, edition 2, chapter 0, pages 251-263, Springer.
    • Handle: RePEc:spr:spochp:978-3-030-78401-0_13
    DOI: 10.1007/978-3-030-78401-0_13
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