A dual method for probabilistic constrained problems
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Publication:3745629
DOI10.1007/BFB0121127zbMath0606.90100OpenAlexW16018340MaRDI QIDQ3745629
Publication date: 1986
Published in: Mathematical Programming Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0121127
dual problemdeterministic equivalentprobabilistic constrained linear programmingFrank-Wolfe type algorithmSTABIL model
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)
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