Linearization methods for optimization of functionals which depend on probability measures
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Publication:3730351
DOI10.1007/BFb0121130zbMath0596.90071OpenAlexW289550724MaRDI QIDQ3730351
Publication date: 1986
Published in: Mathematical Programming Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0121130
minimaxlinearizationdualitydirectional derivativesproblemscutting-planegeneralized linear programmingof probability measuresoptimization on the space
Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15)
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