Simulation-based optimization—convergence analysis and statistical inference

DOI10.1080/15326349608807393zbMath0864.93095OpenAlexW1991279460MaRDI QIDQ4895649

Alexander Shapiro

Publication date: 23 June 1997

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349608807393

zbMATH Keywords

stochastic programmingstochastic approximation methodstochastic counterpart methodlikelihood ratios method

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

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