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.
@article{PlambeckFRS96,
title = {Sample-path optimization of convex stochastic performance functions},
author = {Erica L. Plambeck and Bor-Ruey Fu and Stephen M. Robinson and Rajan Suri},
year = {1996},
tags = {optimization},
researchr = {https://researchr.org/publication/PlambeckFRS96},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {75},
pages = {137-176},
}