A Method for Discrete Stochastic Optimization

DOI10.1287/mnsc.41.12.1946zbMath0852.90110OpenAlexW2022514640MaRDI QIDQ4887769

Sigrún Andradóttir

Publication date: 9 December 1996

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.41.12.1946

zbMATH Keywords

simulationrandom walksdiscrete stochastic optimizationnonhomogeneous Markov chains

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

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