GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS-Reference-Cited by-同舟云学术

GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS

Published:2002-01-10 Issue:5-6 Volume:23 Page:495-514
ISSN:0163-0563
Container-title:Numerical Functional Analysis and Optimization
language:en
Short-container-title:Numerical Functional Analysis and Optimization

Author:

Chen Zhiping¹,Xu Chengxian¹

Affiliation:

1. a Department of Scientific Computing and Applied Softwares , Faculty of Science , Xi'an Jiaotong University , Xi'an , Shaanxi , 710049 , P.R. China

Publisher

Informa UK Limited

Subject

Control and Optimization,Computer Science Applications,Signal Processing,Analysis

Link

https://www.tandfonline.com/doi/pdf/10.1081/NFA-120014749

Reference16 articles.

1. State-of-the-Art-Survey—Stochastic Programming: Computation and Applications

2. Numerical Techniques for Stochastic Optimization

3. Decomposition methods in stochastic programming

4. Technical Report SOL 91-10;Dantzig G.B.,1991

5. Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming

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