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A nonlinear Lagrange algorithm for stochastic minimax problems based on sample average approximation method - MaRDI portal

A nonlinear Lagrange algorithm for stochastic minimax problems based on sample average approximation method

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Publication:1714633

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DOI10.1155/2014/497262zbMath1406.90125OpenAlexW2105668821WikidataQ59051740 ScholiaQ59051740MaRDI QIDQ1714633

Xiaopeng Wang, Yunyun Nie, Su-xiang He

Publication date: 1 February 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/497262

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30) Stochastic programming (90C15)

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