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zbMath1229.90111MaRDI QIDQ3096726

Alexander Shapiro

Publication date: 11 November 2011

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789814324359/9789814324359_0175.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

computational complexity stochastic programming dynamic programming asymptotics stochastic approximation Monte Carlo sampling sample average approximation

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Stochastic programming (90C15)

Related Items (2)

Tree approximation for discrete time stochastic processes: a process distance approach ⋮ A stability result for linear Markovian stochastic optimization problems

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