Geodesic
A direct method of stochastic optimization
Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, Tome 12 (2012) no. 4, pp. 11-14

Voir la notice de l'article provenant de la source Math-Net.Ru

A direct method is proposed for stochastic programming. On each step the method uses solving of the linear program which is the linear approximation of input stochastic programs. 
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     author = {V. V. Kolbin and M. V. Svishchikova},
     title = {A direct method of stochastic optimization},
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V. V. Kolbin; M. V. Svishchikova. A direct method of stochastic optimization. Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, Tome 12 (2012) no. 4, pp. 11-14. http://geodesic.mathdoc.fr/item/ISU_2012_12_4_a1/