scientific article; zbMATH DE number 3924661
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Publication:3699593
zbMATH Open0577.93071MaRDI QIDQ3699593FDOQ3699593
Authors: Werner Römisch 
Publication date: 1985
Title of this publication is not available (Why is that?)
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Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20) Numerical methods in optimal control (49M99)
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- An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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- On the optimization of approximate control variates with parametrically defined estimators
- Approximations of Stochastic Optimization Problems Subject to Measurability Constraints
- Optimization Under Stochastic Uncertainty
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- On stochastic modification for global optimization problems: An efficient implementation for the control of the vulcanization process
- Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems
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- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
- Construction of decision rules in stochastic approximation problems
- Functional optimization through semilocal approximate minimization
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- Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
- Letter to the Editor—On Stochastic Linear Approximation Problems
- Probability methods for approximations in stochastic control and for elliptic equations
- Approximative solutions of stochastic optimization problems
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