On optimization and extreme value theory
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Publication:1405352
DOI10.1023/A:1024505701928zbMATH Open1031.60045MaRDI QIDQ1405352FDOQ1405352
Authors: Andreia Hall, Carlos M. Fonseca, J. Hüsler, Pedro Cruz 
Publication date: 25 August 2003
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
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Numerical mathematical programming methods (65K05) Extreme value theory; extremal stochastic processes (60G70) Sequential estimation (62L12) Stochastic programming (90C15)
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