A Class of Variance-Constrained Problems
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Publication:4745616
DOI10.1287/opre.31.2.338zbMath0507.90064OpenAlexW1969563818MaRDI 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 strategiesgeneralized variance operatorLagrange multiplier solution procedurevariance-constrained problems
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Dynamic programming (90C39)
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