Sequential importance sampling algorithms for dynamic stochastic programming.

Dempster, M.A.H.

Journal of Mathematical Sciences (New York) (2004)

  • Volume: 133, Issue: 1, page 94-129
  • ISSN: 0373-2703

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Dempster, M.A.H.. "Sequential importance sampling algorithms for dynamic stochastic programming.." Journal of Mathematical Sciences (New York) 133.1 (2004): 94-129. <http://eudml.org/doc/226387>.

@article{Dempster2004,
author = {Dempster, M.A.H.},
journal = {Journal of Mathematical Sciences (New York)},
language = {eng},
number = {1},
pages = {94-129},
publisher = {Springer},
title = {Sequential importance sampling algorithms for dynamic stochastic programming.},
url = {http://eudml.org/doc/226387},
volume = {133},
year = {2004},
}

TY - JOUR
AU - Dempster, M.A.H.
TI - Sequential importance sampling algorithms for dynamic stochastic programming.
JO - Journal of Mathematical Sciences (New York)
PY - 2004
PB - Springer
VL - 133
IS - 1
SP - 94
EP - 129
LA - eng
UR - http://eudml.org/doc/226387
ER -

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