Sample-path optimization of convex stochastic performance functions
From MaRDI portal
Publication:1363424
DOI10.1007/BF02592150zbMath0874.90150MaRDI QIDQ1363424
Erica L. Plambeck, Rajan Suri, Stephen M. Robinson, Bor-Ruey Fu
Publication date: 7 August 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
nonsmooth optimizationconvex performance functions in stochastic systemsretrospective simulation optimization
Convex programming (90C25) Applications of mathematical programming (90C90) Nonsmooth analysis (49J52) Stochastic programming (90C15) Stochastic network models in operations research (90B15) Production models (90B30)
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