Numerical method of minimizing convex functionals in the class of distribution functions satisfying nonlinear constraints (Q3038524)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical method of minimizing convex functionals in the class of distribution functions satisfying nonlinear constraints |
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Numerical method of minimizing convex functionals in the class of distribution functions satisfying nonlinear constraints (English)
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1982
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convex functionals
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decision making
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risk
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uncertainty conditions
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distribution functions
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method of linearization
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Arrow-Hurwitz algorithm
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convergence theorem
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