Sample-path optimization of convex stochastic performance functions (Q1363424): Difference between revisions

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Revision as of 03:06, 5 March 2024

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Sample-path optimization of convex stochastic performance functions
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    Sample-path optimization of convex stochastic performance functions (English)
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    7 August 1997
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    nonsmooth optimization
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    convex performance functions in stochastic systems
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    retrospective simulation optimization
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