Worst-case violation of sampled convex programs for optimization with uncertainty
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Publication:2429409
DOI10.1007/s10957-011-9923-2zbMath1272.90037MaRDI QIDQ2429409
Akiko Takeda, Takafumi Kanamori
Publication date: 27 April 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9923-2
90C15: Stochastic programming