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