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26 p, 871.8 KB A branch and bound method for stochastic global optimization / Norkin, Vladimir I. ; Pflug, Georg Ch. ; Ruszczynski, Andrzej
A stochastic branch and bound method for solving stochastic global optimization problems is proposed. As in the deterministic case, the feasible set is partitioned into compact subsets. To guide the partitioning process the method uses stochastic upper and lower estimates of the optimal value of the objective function in each subset. [...]
1998
Mathematical Programming, vol. 83 n. 3 (1998) p. 425-450  
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