A Class of Variance-Constrained Problems
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Publication:4745616
DOI10.1287/opre.31.2.338zbMath0507.90064MaRDI QIDQ4745616
Publication date: 1983
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.31.2.338
adaptive strategies; generalized variance operator; Lagrange multiplier solution procedure; variance-constrained problems
65K05: Numerical mathematical programming methods
90C15: Stochastic programming
90C39: Dynamic programming
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