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}, }