Dual methods for probabilistic optimization problems

Mathematical Methods of Operations Research

Volumn 60, Issue 2, 2004, Pages 331-346

  Dentcheva, Darinka ^a   Lai, Bogumila ^a   Ruszczyński, Andrzej ^b  

^a Stevens Institute of Technology   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Convex programming; Duality; Liquidity constraints; Probabilistic constraints; Stochastic programming

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; SET THEORY; STOCHASTIC PROGRAMMING;

CONVEX PROGRAMMING; DUALITY; LIQUIDITY CONSTRAINTS; PROBABILISTIC CONSTRAINTS;

RANDOM PROCESSES;

EID: 10044255579     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860400371     Document Type: Article

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