On convex probabilistic programming with discrete distributions.

DOI10.1016/S0362-546X(01)00328-5zbMath1042.90597OpenAlexW1980013225MaRDI QIDQ1875224

Prékopa, András, Ruszczyński, Andrzej, Dentcheva, Darinka

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00328-5

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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