Regularization methods for optimization problems with probabilistic constraints

DOI10.1007/s10107-012-0539-6zbMath1276.90043OpenAlexW2090364210MaRDI QIDQ1949268

Gabriela Martinez, Dentcheva, Darinka

Publication date: 6 May 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-012-0539-6

zbMATH Keywords

stochastic programmingdualitychance constraints

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Stochastic programming (90C15)

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Uses Software

• PLCP

Cites Work

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