Stochastic optimization of risk function via parametric smoothing
Authors: Ermoliev Y, Norkin VI
Publication Year: 2003
Reference: In Dynamic Stochastic Optimization, K. Marti, Y. Ermoliev, G. Pflug (eds)
Springer-Verlag, Heidelberg, Germany, pp. 225-249 [2003]
[ISBN 3-540-40506-2]
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