On a Class of Minimax Stochastic Programs (Q4651991)
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scientific article; zbMATH DE number 2138040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Class of Minimax Stochastic Programs |
scientific article; zbMATH DE number 2138040 |
Statements
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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