Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming.

Pedro Pérez-Aros Emilio Vilches

Published in: SIAM J. Optim. (2021)

Keyphrases

stochastic programming
multistage
chance constrained
linear program
capacity planning
decision making under uncertainty
robust optimization
gray scale
asset liability management
risk averse
power generation
search algorithm