Sample-path optimization of convex stochastic performance...

Mathematical Programming 1996 / 11 Vol. 75; Iss. 2

Sample-path optimization of convex stochastic performance functions

Erica L. Plambeck, Bor-Ruey Fu, Stephen M. Robinson, Rajan Suri
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Volume:
75
Language:
english
Pages:
40
Journal:
Mathematical Programming
DOI:
10.1007/bf02592150
Date:
November, 1996
File:
PDF, 2.07 MB
english, 1996
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