Stochastic Optimization Problems with Partially Known Distribution Functions

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2084 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2084 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2084 archive 351 disk0/00/00/20/58 2016-01-15 01:52:11 2021-08-27 17:11:01 2016-01-15 01:52:11 monograph show 2 Ermoliev Y.M. 1445 Nedeva C. Stochastic Optimization Problems with Partially Known Distribution Functions pub iis_met iis_mod prog_sds The main purpose of this paper is to discuss the numerical procedures of optimization with respect to unknown distribution functions which are based on ideas of duality. Dual problem is formulated as minimax type problem without concavity of "inner" problem of maximization. Numerical procedure allowed to avoid difficulties concerning "inner" problem solution is proposed. 1982-10 published CP-82-060 CP-82-060 338 public collaborative_paper IIASA, Laxenburg, Austria 19 FALSE info:eu-repo/semantics/book