GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS (Q4787838)
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scientific article; zbMATH DE number 1850623
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English | GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS |
scientific article; zbMATH DE number 1850623 |
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GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS (English)
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8 January 2003
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dynamic stochastic programs
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sampling
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tree
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normal integrand
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equi-lower semicontinuity
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Epi-convergence
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