Výsledky vyhledávání - "stochastically constrained non-linear programming problems"

Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals: Penalty functions and duality in stochastic programming via \(\phi\)- divergence functionals

Autoři: Aharon Ben-Tal Marc Teboulle

Zdroj: Mathematics of Operations Research. 12:224-240

Témata: utility functions, \(\phi \)-divergence functional, stochastically constrained non-linear programming problems, 0211 other engineering and technologies, Stochastic programming, penalty function, duality, 02 engineering and technology, Utility theory

Popis souboru: application/xml

Přístupová URL adresa: https://dblp.uni-trier.de/db/journals/mor/mor12.html#Ben-TalT87
https://ideas.repec.org/a/inm/ormoor/v12y1987i2p224-240.html
https://pubsonline.informs.org/doi/abs/10.1287/moor.12.2.224
https://www.jstor.org/stable/3689686
https://doi.org/10.1287/moor.12.2.224