Simulation-based methods for stochastic optimization
In this work we discuss stochastic optimization problems where the objective is to minimize the expected value of a function of a vector parameter, subject to constraints. We study a general framework for solving that type of problems, whose central idea is to replace the expected value in the objec...
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| Main Author: | |
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| Format: | Dissertation |
| Language: | English |
| Published: |
ProQuest Dissertations & Theses
01.01.1998
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| Subjects: | |
| ISBN: | 0599108460, 9780599108462 |
| Online Access: | Get full text |
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