Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals

Aharon Ben-Tal, Marc Teboulle. Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals. Math. Oper. Res., 12(2):224-240, 1987. [doi]

Authors

Aharon Ben-Tal

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Marc Teboulle

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