scientific article; zbMATH DE number 3761782
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Publication:3944348
direct methodsminimax problemsnondifferentiable functionsstochastic quasi-gradient methodtwo stage programming under uncertaintyexpectations in the constraintsproblems involving probabilities
Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
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