A numerical method for solving stochastic programming problems with moment constraints on a distribution function

DOI10.1007/BF02204857zbMath0742.90062MaRDI QIDQ1176853

S. Singh

Publication date: 25 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

moment problemminimax problemsincomplete informationstochastic quasigradient methodcomplete recourse

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Stochastic approximation (62L20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (5)

Algorithms for the solution of stochastic dynamic minimax problems ⋮ A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems ⋮ Worst-case distribution analysis of stochastic programs ⋮ Stochastic programming approach to optimization under uncertainty ⋮ Minimax analysis of stochastic problems

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