On a Class of Minimax Stochastic Programs
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Publication:4651991
DOI10.1137/S1052623403434012zbMath1073.90027WikidataQ92184265 ScholiaQ92184265MaRDI QIDQ4651991
Alexander Shapiro, Shabbir Ahmed
Publication date: 23 February 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Lagrangian duality; problem of moments; deviation from a quantile; mean-risk stochastic programs; worst case distribution
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