The Entropic Penalty Approach to Stochastic Programming (Q3680615): Difference between revisions
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Latest revision as of 16:28, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Entropic Penalty Approach to Stochastic Programming |
scientific article |
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The Entropic Penalty Approach to Stochastic Programming (English)
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1985
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penalty-type decision-theoretic approach
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stochastic constraints
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relative entropy functional
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mean-variance approximations
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