A polynomial-time solution scheme for quadratic stochastic programs
From MaRDI portal
Publication:368716
DOI10.1007/s10957-012-0264-6zbMath1272.90039WikidataQ89134957 ScholiaQ89134957MaRDI QIDQ368716
Publication date: 23 September 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0264-6
robust optimization; quadratic stochastic programming; conic programming; decision rule approximation
Uses Software