Keyphrases
- complementarity problems
- stochastic programming
- robust optimization
- risk averse
- chance constrained
- multistage
- variational inequalities
- linear program
- asset liability management
- interior point
- linear complementarity problem
- portfolio selection
- semidefinite programming
- semidefinite
- decision theory
- mathematical programming
- primal dual
- convex optimization
- linear programming
- sufficient conditions
- dynamic programming
- special case
- computational complexity
- objective function