MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING (Q3893675)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING |
scientific article |
Statements
MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING (English)
0 references
1980
0 references
minimax solutions
0 references
stochastic programming
0 references
game-theoretic solutions
0 references
complementarity principles
0 references
generalized eigenvalue problems
0 references
stochastic objective function
0 references
characterization of optimal eigenvalues
0 references