DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS (Q5850811)
From MaRDI portal
scientific article; zbMATH DE number 5658786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS |
scientific article; zbMATH DE number 5658786 |
Statements
DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS (English)
0 references
15 January 2010
0 references
stochastic programming
0 references
conjugate duality
0 references
optimality conditions
0 references
chance-constraints
0 references
portfolio optimization
0 references
