scientific article; zbMATH DE number 3915532

MaRDI QIDQ3690975zbMATH OpenFDO

Authors András Prékopa

Publication date 1984

zbMATH Keywords

feasible directionslogarithmic penalty functionsprimal-dual algorithmprobabilistic constraintsStatistical tests

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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• Discussion
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• Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
• Demonstration of probabilistic ordinal optimization concepts for continuous-variable optimization under uncertainty

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