Dual methods for probabilistic optimization problems.

DOI10.1007/s001860400371zbMath1076.90038OpenAlexW2010811500MaRDI QIDQ703157

Bogumila Lai, Ruszczyński, Andrzej, Dentcheva, Darinka

Publication date: 11 January 2005

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860400371

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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