Descent directions and efficient solutions in discretely distributed stochastic programs

zbMath0645.90047MaRDI QIDQ1210734

Kurt Marti

Publication date: 5 June 1993

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

optimalitystationaritystationary pointstochastic dominanceConstruction of feasible descent directionsderivative-free approach

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

Related Items (3)

Computation of efficient solutions of discretely distributed stochastic optimization problems ⋮ On the role of bounds in stochastic linear programming ⋮ Satisficing techniques in stochastic linear programming

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