Stochastic optimization problems with incomplete information on distribution functions

Authors:   Ermoliev Y, Gaivoronski AA, Nedeva C

Publication Year:   1985

Reference:  SIAM Journal on Control and Optimization, 23(5):697-716 [1985]

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DOI: http://dx.doi.org/10.1137/0323044

CONTACT DETAILS

Yurii Yermoliev

Institute Scholar Advanced Systems Analysis

T +43(0) 2236 807 208

ermoliev@iiasa.ac.at

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313

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