Stability of epsilon-approximate Solutions to Convex Stochastic Programs.

Werner Römisch Roger J.-B. Wets

Published in: SIAM J. Optim. (2007)

Keyphrases

approximate solutions
np hard
optimal solution
exact solution
convex optimization
hard optimization problems
globally optimal
np complete
linear programming
energy function
stability analysis
convex relaxation
risk minimization
convex hull
piecewise linear
lipschitz continuity
reinforcement learning