Stochastic programming with random processes

DOI10.1007/BF02204811zbMath0746.90042OpenAlexW2052088642MaRDI QIDQ1178433

Tomáš Cipra

Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.1007/bf02204811

zbMATH Keywords

scenario analysischance-constrained programentropic penalty approachexponential penalty model

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extremes and related properties of random sequences and processes
• Extremal theory for stochastic processes
• Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
• The Entropic Penalty Approach to Stochastic Programming
• Autoregressive processes in optimization

This page was built for publication: Stochastic programming with random processes