Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design
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Publication:5317527
DOI10.1137/S1052623403431639zbMath1114.90079OpenAlexW1979512503WikidataQ59255094 ScholiaQ59255094MaRDI QIDQ5317527
Heinz Weisshaupt, Georg Ch. Pflug
Publication date: 16 September 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623403431639
Monte Carlo methods (65C05) (n)-dimensional polytopes (52B11) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Set-valued and variational analysis (49J53) Abstract differentiation theory, differentiation of set functions (28A15)
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