Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (Q3028727)

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Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
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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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