Star-shaped approximation approach for stochastic programming problems with probability function (Q4484949)
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scientific article; zbMATH DE number 1455259
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| English | Star-shaped approximation approach for stochastic programming problems with probability function |
scientific article; zbMATH DE number 1455259 |
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Star-shaped approximation approach for stochastic programming problems with probability function (English)
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17 June 2001
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probability function
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stochastic quasi-gradient algorithm
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Monte Carlo method
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0.8043359518051147
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0.7989448308944702
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