Sample-path optimization of convex stochastic performance functions (Q1363424)
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scientific article; zbMATH DE number 1046468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample-path optimization of convex stochastic performance functions |
scientific article; zbMATH DE number 1046468 |
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Sample-path optimization of convex stochastic performance functions (English)
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7 August 1997
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nonsmooth optimization
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convex performance functions in stochastic systems
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retrospective simulation optimization
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