Variational Theory for Optimization under Stochastic Ambiguity
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Publication:5266537
DOI10.1137/16M1060704zbMath1366.90149MaRDI QIDQ5266537
Johannes O. Royset, Roger J.-B. Wets
Publication date: 16 June 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
rate of convergenceweak convergencerobust optimizationprice of robustnesslopsided convergencelop-distancestochastic ambiguity
Minimax problems in mathematical programming (90C47) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Semi-infinite programming (90C34)
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