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Augmented Lagrangian methods for solving optimation problems with stochastic-order constraints
Dentcheva, Darinka
;
Martinez, Gabriela
;
Wolfhagen, Eli
- In:
Operations research
64
(
2016
)
6
,
pp. 1451-1465
Persistent link: https://www.econbiz.de/10011620703
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Two-stage optimization problems with multivariate stochastic order constraints
Dentcheva, Darinka
;
Wolfhagen, Eli
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011448280
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