DOI10.1016/0378-4754(82)90026-XzbMath0506.90063MaRDI QIDQ1837111
Reuven Y. Rubinstein
Publication date: 1982 Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
zbMATH Keywords
random noise; proof of convergence; perturbed constraints; unknown distribution function; Wolfe-Danzig algorithm
Mathematics Subject Classification ID
65K05: Numerical mathematical programming methods
90C15: Stochastic programming
Cites Work