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GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS - MaRDI portal

GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS (Q4787838)

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scientific article; zbMATH DE number 1850623
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GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS
scientific article; zbMATH DE number 1850623

    Statements

    GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS (English)
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    8 January 2003
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    dynamic stochastic programs
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    sampling
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    tree
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    normal integrand
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    equi-lower semicontinuity
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    Epi-convergence
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