Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (Q3028727): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming |
scientific article |
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Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (English)
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1986
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penalty functions
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minimax theorems
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expected utility
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mean-variance
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certainty equivalent
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stochastic constraints
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duality theory
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