A Generalized Markov-Chain Modelling Approach to -ES Linear Optimization
arXiv:1311.5244
Abstract
The manuscript generalizes several recent results of the 2nd author concerning Markov-Chain Modelling of -ES Linear Optimization.
arXiv:1311.5244
The manuscript generalizes several recent results of the 2nd author concerning Markov-Chain Modelling of -ES Linear Optimization.