THE ENTROPIC PENALTY APPROACH TO STOCHASTIC-PROGRAMMING

被引：20

作者：

BENTAL, A

机构：

来源：

关键词：

D O I：

10.1287/moor.10.2.263

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：263 / 279

页数：17

共 12 条

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[5] ON INFORMATION AND SUFFICIENCY
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[J]. ANNALS OF MATHEMATICAL STATISTICS, 1951, 22 (01): : 79 - 86
[6] KULLBACK S, 1959, INFORMATION THEORY S
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[10] EXTENSION OF FENCHELS DUALITY THEOREM FOR CONVEX FUNCTIONS
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