A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194): Difference between revisions
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scientific article
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English | A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs |
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A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (English)
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10 January 2022
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stochastic approximation
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chance constraints
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efficient frontier
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stochastic subgradient
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