Stochastic optimization of risk functions via parametric smoothing

Yuri Ermoliev and Vladimir Norkin

Year of publication:	2004
Authors:	Ermolʹev, Jurij M. ; Norkin, Vladimir I.
Published in:	Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.). - Berlin : Springer, ISBN 3-540-40506-2. - 2004, p. 225-247
Subject:	Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming \| Risiko \| Risk \| Risikomanagement \| Risk management

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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