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Simulation-based optimization—convergence analysis and statistical inference - MaRDI portal

Simulation-based optimization—convergence analysis and statistical inference (Q4895649)

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scientific article; zbMATH DE number 935312
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Simulation-based optimization—convergence analysis and statistical inference
scientific article; zbMATH DE number 935312

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    Simulation-based optimization—convergence analysis and statistical inference (English)
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    23 June 1997
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    stochastic programming
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    stochastic approximation method
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    stochastic counterpart method
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    likelihood ratios method
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    Identifiers