Mixture selection for maximal stochastic performance

DOI10.1002/1520-6750(199408)41:5%3C625::AID-NAV3220410504%3E3.0.CO;2-2MaRDI QIDQ4306268zbMATH OpenOpenAlexFDO

Authors Michael Cain, R. J. Owen

Publication date 13 November 1995

Full work available at URL https://doi.org/10.1002/1520-6750(199408)41:5%3C625::aid-nav3220410504%3E3.0.co;2-2

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic systems and control (93E99)

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