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Estimating the error in direct methods of stochastic programming

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Literature Cited

  1. M. B. Nevel'son and R. Z. Khas'minskii, Stochastic Approximation and Recursive Estimation [in Russian], Nauka, Moscow (1972).

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Authors
  1. Yu. M. Kaniovskii
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Additional information

Translated from Kibernetika, No. 5, pp. 120–125, 129, September–October, 1980.

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Kaniovskii, Y.M. Estimating the error in direct methods of stochastic programming. Cybern Syst Anal 16, 768–775 (1980). https://doi.org/10.1007/BF01078510

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  • DOI: https://doi.org/10.1007/BF01078510

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