Sample-path optimization of convex stochastic performance functions
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Publication:1363424
DOI10.1007/BF02592150zbMATH Open0874.90150MaRDI QIDQ1363424FDOQ1363424
Authors: Erica Plambeck, Bor-Ruey Fu, Stephen M. Robinson, Rajan Suri 
Publication date: 7 August 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Recommendations
nonsmooth optimizationconvex performance functions in stochastic systemsretrospective simulation optimization
Convex programming (90C25) Applications of mathematical programming (90C90) Stochastic programming (90C15) Nonsmooth analysis (49J52) Stochastic network models in operations research (90B15) Production models (90B30)
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Cited In (35)
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