On a Class of Minimax Stochastic Programs (Q4651991): Difference between revisions

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Latest revision as of 17:45, 5 March 2024

scientific article; zbMATH DE number 2138040
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English
On a Class of Minimax Stochastic Programs
scientific article; zbMATH DE number 2138040

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    On a Class of Minimax Stochastic Programs (English)
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    23 February 2005
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    worst case distribution
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    problem of moments
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    Lagrangian duality
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    mean-risk stochastic programs
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    deviation from a quantile
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