Search Results - "deviation from a quantile"

On a Class of Minimax Stochastic Programs: On a class of minimax stochastic programs

Authors: Alexander Shapiro Shabbir Ahmed

Source: SIAM Journal on Optimization. 14:1237-1249

Subject Terms: deviation from a quantile, worst case distribution, 0211 other engineering and technologies, Stochastic programming, 02 engineering and technology, problem of moments, mean-risk stochastic programs, Minimax problems in mathematical programming, Lagrangian duality

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