Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS - MaRDI portal

DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS

From MaRDI portal

Publication:5850811

Jump to:navigation, search

DOI10.4134/JKMS.2010.47.1.017zbMath1179.49036MaRDI QIDQ5850811

Radu Ioan Boţ, Nicole Lorenz, Gert Wanka

Publication date: 15 January 2010

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

stochastic programming optimality conditions portfolio optimization conjugate duality chance-constraints

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15) Optimal stochastic control (93E20) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Duality theory (optimization) (49N15) Portfolio theory (91G10)

This page was built for publication: DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5850811&oldid=30695140"