Sequential importance sampling algorithms for dynamic stochastic programming.
Dempster, M.A.H.
Zapiski Nauchnykh Seminarov POMI, Tome 314 (2004), p. 94-129 / Harvested from The Electronic Library of Mathematics
Full (PS)
Publié le : 2004-01-01
DOI : https://doi.org/10.1007/s10958-006-0058-1
EUDML-ID : urn:eudml:doc:226387 
@article{02213835,
     title = {Sequential importance sampling algorithms for dynamic stochastic programming.},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     volume = {314},
     year = {2004},
     pages = {94-129},
     doi = {10.1007/s10958-006-0058-1},
     zbl = {1114.90076},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02213835}
}

Dempster, M.A.H. Sequential importance sampling algorithms for dynamic stochastic programming.. Zapiski Nauchnykh Seminarov POMI, Tome 314 (2004) pp. 94-129. doi : 10.1007/s10958-006-0058-1. http://gdmltest.u-ga.fr/item/02213835/