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Probabilistic optimization via approximate \(p\)-efficient points and bundle methods - MaRDI portal

Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036)

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scientific article; zbMATH DE number 6901270
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English
Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
scientific article; zbMATH DE number 6901270

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    Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (English)
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    11 July 2018
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    probabilistic constraints
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    stochastic programming
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    duality
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    bundle methods
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    \(p\)-efficient points
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