Descent directions and efficient solutions in discretely distributed stochastic programs /

In engineering and economics a certain vector of inputs or decisions must often be chosen, subject to some constraints, such that the expected costs arising from the deviation between the output of a stochastic linear system and a desired stochastic target vector are minimal. In many cases the loss...

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Bibliographic Details

Main Author:	Marti, Kurt, 1943-
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer-Verlag, [1988]
Series:	Lecture notes in economics and mathematical systems ; 299.
Subjects:	Mathematical optimization. Stochastic processes. Optimisation mathématique. Processus stochastiques. Stochastische Optimierung. Gradientenverfahren. Electronic books.
Online Access:	Connect to the full text of this electronic book