PENALTY-FUNCTIONS AND DUALITY IN STOCHASTIC-PROGRAMMING VIA PHI-DIVERGENCE FUNCTIONALS

被引：39

作者：

BENTAL, A ^{[1
]}

TEBOULLE, M ^{[1
]}

机构：

[1] DALHOUSIE UNIV,DEPT MATH STAT & COMP SCI,HALIFAX B3H 4H8,NS,CANADA

来源：

关键词：

D O I：

10.1287/moor.12.2.224

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：224 / 240

页数：17

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