Sample-path optimization of convex stochastic performance functions

Erica L. Plambeck, Bor-Ruey Fu, Stephen M. Robinson, Rajan Suri. Sample-path optimization of convex stochastic performance functions. Math. Program., 75:137-176, 1996.

Authors

Erica L. Plambeck

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Bor-Ruey Fu

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Stephen M. Robinson

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Rajan Suri

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