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An approximation scheme for stochastic programs with second order dominance constraints - MaRDI portal

An approximation scheme for stochastic programs with second order dominance constraints (Q501509)

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scientific article; zbMATH DE number 6672814
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An approximation scheme for stochastic programs with second order dominance constraints
scientific article; zbMATH DE number 6672814

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    An approximation scheme for stochastic programs with second order dominance constraints (English)
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    9 January 2017
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    second order dominance
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    entropic approximation
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    stochastic semi-infinite programming
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    sample average approximation
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