Homem-de-Mello T.

T. Homem-de-Mello

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Found 2 papers in total
Estimation of derivatives of nonsmooth performance measures in regenerative systems
Estimation of derivatives of nonsmooth performance measures in regenerative systems
2001
We investigate the problem of estimating derivatives of expected steady-state...
Conditioning of convex piecewise linear stochastic programs
Conditioning of convex piecewise linear stochastic programs
2002
In this paper we consider stochastic programming problems where the objective function...
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