ITERATIVE MAXIMIZATION SUBJECT TO STOCHASTIC CONSTRAINTS

被引：0
|
作者：
LOVELADY, DL
机构：
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1978年 / 64卷 / 01期
关键词：
D O I：
10.1016/0022-247X(78)90026-4
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
引用
收藏
页码：142 / 145
页数：4
相关论文
共 50 条
  • [1] Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
    Huang, Pu
    Subramanian, Dharmashankar
    COMPUTATIONAL MANAGEMENT SCIENCE, 2012, 9 (04) : 441 - 458
  • [2] Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
    Pu Huang
    Dharmashankar Subramanian
    Computational Management Science, 2012, 9 (4) : 441 - 458
  • [3] AN ITERATIVE MEASUREMENT PROCEDURE SUBJECT TO CONSTRAINTS
    ROZENBERG, VY
    MEASUREMENT TECHNIQUES USSR, 1983, 26 (02): : 87 - 94
  • [4] STOCHASTIC OPTIMIZATION SUBJECT TO EXPECTATION CONSTRAINTS
    CULIOLI, JC
    COHEN, G
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1995, 320 (06): : 753 - 758
  • [5] Optimal Iterative Method for Network Utility Maximization with Intertemporal Dynamic Constraints
    Ma, Ke
    Wang, Peng
    Ramachandran, Thiagarajan
    Lian, Jianming
    Hammerstrom, Donald J.
    2019 3RD IEEE CONFERENCE ON CONTROL TECHNOLOGY AND APPLICATIONS (IEEE CCTA 2019), 2019, : 519 - 524
  • [6] Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets
    Wang, Xiangyu
    Xia, Jianming
    SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 12 (03): : 1054 - 1111
  • [7] Minimizing a stochastic convex function subject to stochastic constraints and some applications
    Jacobovic, Royi
    Kella, Offer
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 130 (11) : 7004 - 7018
  • [8] Optimal Cooperative Strategies for PHY Security Maximization Subject to SNR Constraints
    Fytrakis, Kyriakos
    Kolokotronis, Nicholas
    Katsanos, Konstantinos
    Kalouptsidis, Nicholas
    IEEE ACCESS, 2020, 8 (119312-119323) : 119312 - 119323
  • [9] STATIONARY VECTORS OF STOCHASTIC MATRICES SUBJECT TO COMBINATORIAL CONSTRAINTS
    Breen, Jane
    Kirkland, Stephen
    ELECTRONIC JOURNAL OF LINEAR ALGEBRA, 2015, 28 : 25 - 53
  • [10] APPROXIMATIONS OF STOCHASTIC OPTIMIZATION PROBLEMS SUBJECT TO MEASURABILITY CONSTRAINTS
    Carpentier, Pierre
    Chancelier, Jean-Philippe
    De Lara, Michel
    SIAM JOURNAL ON OPTIMIZATION, 2009, 19 (04) : 1719 - 1734
12345