FINITE CONVERGENCE IN STOCHASTIC-PROGRAMMING

被引：0

作者：

FLAM, SD ^{[1
]}

机构：

[1] UNIV BAYREUTH, W-8580 BAYREUTH, GERMANY

来源：

LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS | 1992年 / 379卷

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A differential inclusion is designed for solving stochastic, finite horizon, convex programs. Under a sharpness condition we demonstrate that the resulting method yields finite convergence.

引用

页码：1 / 14

页数：14

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