Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals (Q3026758)

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Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
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    Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals (English)
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    1987
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    stochastically constrained non-linear programming problems
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    penalty function
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    \(\phi \)-divergence functional
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    duality
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    utility functions
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