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