Probabilistic optimization via approximate p-efficient points and bundle methods
Year of publication: |
January 2017
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Authors: | Ackooij, Wim van ; Oliveira, Welington de ; Sagastizábal, C. |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 77.2017, p. 177-193
|
Subject: | Probabilistic constraints | Stochastic programming | Duality | Bundle methods | p-efficient points | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Leistungsbündel | Bundling strategy | Wahrscheinlichkeitsrechnung | Probability theory |
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