SQVAM: A variance minimizing algorithm
From MaRDI portal
Publication:1183388
DOI10.1016/0167-6377(91)90023-IzbMath0739.90061OpenAlexW2015623222MaRDI QIDQ1183388
Publication date: 28 June 1992
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(91)90023-i
successive approximationnonlinear function of several random variablessuccessive quadratic variance approximation method
Nonlinear programming (90C30) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (2)
Cites Work
This page was built for publication: SQVAM: A variance minimizing algorithm