Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
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Publication:3026758
DOI10.1287/moor.12.2.224zbMath0624.90076OpenAlexW2054456608MaRDI QIDQ3026758
Publication date: 1987
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.12.2.224
dualitypenalty functionutility functions\(\phi \)-divergence functionalstochastically constrained non-linear programming problems
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