Calculating a probabilistic optimization criterion by branch and cut methods

zbMath0833.65015MaRDI QIDQ1900810

V. N. Nefedov

Publication date: 25 October 1995

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

computational experimentsprobability functionalcut setmultidimensional integralembedded setbranch and cut methodsdiscrete optimization algorithmsquantile functional

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)

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