Gaining traction : on the convergence of an inner approximation scheme for probability maximization
Year of publication: |
2021
|
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Authors: | Fábián, Csaba I. |
Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 29.2021, 2, p. 491-519
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Subject: | Convex optimization | Stochastic optimization | Probabilistic problems | Cutting-plane method | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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