Gaining traction: on the convergence of an inner approximation scheme for probability maximization

DOI10.1007/s10100-020-00697-3OpenAlexW3043729742MaRDI QIDQ2045616

Csaba I. Fábián

Publication date: 13 August 2021

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-020-00697-3

zbMATH Keywords

stochastic optimizationconvex optimizationcutting-plane methodprobabilistic problems

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items (1)

Operations research in Hungary: VOCAL 2018

Cites Work

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