UDC 330.115
1 International Institute for Applied Systems Analysis, Laxenburg, Austria; V.M. Glushkov
Institute of Cybernetics of the NAS of Ukraine, Kyiv, Ukraine
 ermoliev@iiasa.ac.at
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2 Bogolyubov Institute for Theoretical Physics of the NAS of Ukraine, Kyiv, Ukraine
Zagorodny@nas.gov.ua
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3 S.P. Timoshenko Institute of Mechanics of the NAS of Ukraine, Kyiv, Ukraine
Bogdanov@nas.gov.ua
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4 International Institute for Applied Systems Analysis, Laxenburg, Austria
ermol@iiasa.ac.at
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ROBUST FOOD–ENERGY–WATER–ENVIRONMENTAL SECURITY MANAGEMENT:
STOCHASTIC QUASIGRADIENT PROCEDURE
FOR LINKAGE OF DISTRIBUTED
OPTIMIZATION MODELS UNDER ASYMMETRIC INFORMATION AND UNCERTAINTY
Abstract. The paper presents a consistent algorithm for regional and sectoral distributed models’ linkage
and optimization under asymmetric information based on iterative stochastic quasigradient (SQG) solution procedure
of, in general, non-smooth nondifferentiable optimization. The procedure is used for linking individual sectoral
and regional models for integrated and interdependent food–energy–water–environmental security analysis and management.
Keywords: decision support, asymmetric information, linkage, SQG solution procedure, non-smooth optimization, subgradient, integrated modeling, food–energy–water–environmental nexus.
FULL TEXT
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