{"id":"https://openalex.org/W3133506487","doi":"https://doi.org/10.14736/kyb-2021-1-0038","title":"A note on the convergence rate in regularized stochastic programming","display_name":"A note on the convergence rate in regularized stochastic programming","publication_year":2021,"publication_date":"2021-03-05","ids":{"openalex":"https://openalex.org/W3133506487","doi":"https://doi.org/10.14736/kyb-2021-1-0038","mag":"3133506487"},"language":"en","primary_location":{"id":"doi:10.14736/kyb-2021-1-0038","is_oa":true,"landing_page_url":"https://doi.org/10.14736/kyb-2021-1-0038","pdf_url":"https://www.kybernetika.cz/content/2021/1/38/paper.pdf","source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://www.kybernetika.cz/content/2021/1/38/paper.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113950891","display_name":"Evgueni Gordienko","orcid":"https://orcid.org/0000-0002-6859-1615"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Evgueni Gordienko","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5059908407","display_name":"Yury Gryazin","orcid":"https://orcid.org/0000-0002-7955-9522"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yury Gryazin","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5113950891"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.03089658,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"38","last_page":"45"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9865000247955322,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9865000247955322,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10804","display_name":"Health Systems, Economic Evaluations, Quality of Life","score":0.9312000274658203,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9179999828338623,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.5790113210678101},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5454517006874084},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.525100588798523},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4717065989971161},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.42238643765449524},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.42152881622314453},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4134690761566162},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.08847656846046448},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.0829806923866272}],"concepts":[{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.5790113210678101},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5454517006874084},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.525100588798523},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4717065989971161},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.42238643765449524},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.42152881622314453},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4134690761566162},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.08847656846046448},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.0829806923866272},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.14736/kyb-2021-1-0038","is_oa":true,"landing_page_url":"https://doi.org/10.14736/kyb-2021-1-0038","pdf_url":"https://www.kybernetika.cz/content/2021/1/38/paper.pdf","source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},{"id":"pmh:oai:oai.dml.cz:10338.dmlcz/149025","is_oa":true,"landing_page_url":"http://hdl.handle.net/10338.dmlcz/149025","pdf_url":"http://dml.cz/bitstream/handle/10338.dmlcz/149025/Kybernetika_57-2021-1_3.pdf","source":{"id":"https://openalex.org/S4406922294","display_name":"Czech digital mathematics library","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text:not_categorized"}],"best_oa_location":{"id":"doi:10.14736/kyb-2021-1-0038","is_oa":true,"landing_page_url":"https://doi.org/10.14736/kyb-2021-1-0038","pdf_url":"https://www.kybernetika.cz/content/2021/1/38/paper.pdf","source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3133506487.pdf","grobid_xml":"https://content.openalex.org/works/W3133506487.grobid-xml"},"referenced_works_count":14,"referenced_works":["https://openalex.org/W270829404","https://openalex.org/W1564947197","https://openalex.org/W2039326833","https://openalex.org/W2042038728","https://openalex.org/W2082477992","https://openalex.org/W2148603752","https://openalex.org/W2149846618","https://openalex.org/W2153120611","https://openalex.org/W2404529934","https://openalex.org/W2481854897","https://openalex.org/W2519179047","https://openalex.org/W2952451544","https://openalex.org/W2963134136","https://openalex.org/W2964110122"],"related_works":["https://openalex.org/W175006096","https://openalex.org/W1517908938","https://openalex.org/W2281834912","https://openalex.org/W2945539990","https://openalex.org/W3015988439","https://openalex.org/W2009333953","https://openalex.org/W1963802308","https://openalex.org/W3214543110","https://openalex.org/W4226153041","https://openalex.org/W2009166380"],"abstract_inverted_index":{"We":[0],"deal":[1],"with":[2],"a":[3],"stochastic":[4],"programming":[5],"problem":[6],"that":[7],"can":[8],"be":[9],"inconsistent.":[10],"To":[11],"overcome":[12],"the":[13,25,36],"inconsistency":[14],"we":[15,34],"apply":[16],"Tikhonov's":[17],"regularization":[18],"technique,":[19],"and,":[20],"using":[21],"recent":[22],"results":[23],"on":[24],"convergence":[26],"rate":[27],"of":[28],"empirical":[29],"measures":[30],"in":[31],"Wasserstein":[32],"metric,":[33],"treat":[35],"following":[37],"two":[38],"related":[39],"problems:":[40]},"counts_by_year":[],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}
