Variational Theory for Optimization under Stochastic Ambiguity

Johannes O. Royset, Roger J.-B. Wets. Variational Theory for Optimization under Stochastic Ambiguity. SIAM Journal on Optimization, 27(2):1118-1149, 2017. [doi]

@article{RoysetW17,
  title = {Variational Theory for Optimization under Stochastic Ambiguity},
  author = {Johannes O. Royset and Roger J.-B. Wets},
  year = {2017},
  doi = {10.1137/16M1060704},
  url = {https://doi.org/10.1137/16M1060704},
  researchr = {https://researchr.org/publication/RoysetW17},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {27},
  number = {2},
  pages = {1118-1149},
}