Computation of descent directions and stationary (efficient) points in stochastic optimization problems having discrete distributions
By: Kurt Marti.
Series: Mitteilung aus dem Forschungsschwerpunkt Simulation und Optimierung Deterministischer und Stochastischer Dynamischer Systeme
Publisher: Universität der Bundeswehr München
Published: 1986
Place of publication: Neubiberg
Language: eng
Number of pages: 177
Subjects: Mathematical optimization.; Stochastic processes.; Distribution (Probability theory)
Notes: Bibliography: p. 169-174.
"October 1986."
Includes index.