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]

@article{Ben-TalT87,
  title = {Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals},
  author = {Aharon Ben-Tal and Marc Teboulle},
  year = {1987},
  doi = {10.1287/moor.12.2.224},
  url = {http://dx.doi.org/10.1287/moor.12.2.224},
  researchr = {https://researchr.org/publication/Ben-TalT87},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {12},
  number = {2},
  pages = {224-240},
}