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Publication:3696896
zbMath0576.90100MaRDI QIDQ3696896
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
approximationstochastic dynamic programmingmarginal problemsgeneralized moment problemsoptimal probability measuresabstract linear programming duality
Inequalities; stochastic orderings (60E15) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Best approximation, Chebyshev systems (41A50) Programming in abstract spaces (90C48)
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On safe tractable approximations of chance constraints ⋮ Primal and dual linear decision rules in stochastic and robust optimization ⋮ On a general duality result for moment problems ⋮ Convergent bounds for stochastic programs with expected value constraints
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