"Sample-path optimization of convex stochastic performance functions."

Erica L. Plambeck et al. (1996)

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DOI: 10.1007/BF02592150

access: closed

type: Journal Article

metadata version: 2017-05-27

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Erica L. Plambeck, Bor-Ruey Fu, Stephen M. Robinson, Rajan Suri:
Sample-path optimization of convex stochastic performance functions. Math. Program. 75: 137-176 (1996)

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