Regularization methods for optimization problems with probabilistic constraints

Title
Regularization methods for optimization problems with probabilistic constraints
Authors
Keywords
Stochastic programming, Chance constraints, Duality, Bundle methods, Augmented Lagrangian, 90C15, 49M29
Journal
MATHEMATICAL PROGRAMMING
Volume 138, Issue 1-2, Pages 223-251
Publisher
Springer Nature
Online
2012-04-27
DOI
10.1007/s10107-012-0539-6

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