EXPECTED UTILITY, PENALTY-FUNCTIONS, AND DUALITY IN STOCHASTIC NONLINEAR-PROGRAMMING

被引：97

作者：

BENTAL, A ^{[1
]}

TEBOULLE, M ^{[1
]}

机构：

[1] DALHOUSIE UNIV,DEPT MATH STAT & COMP SCI,HALIFAX B3H 4H2,NS,CANADA

来源：

关键词：

EXPECTED UTILITY - MEAN-VARIANCE - MINIMAX THEOREMS - STOCHASTIC OBJECTIVE;

D O I：

10.1287/mnsc.32.11.1445

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

(Edited Abstract)

引用

页码：1445 / 1466

页数：22

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