A numerical method for solving stochastic programming problems with moment constraints on a distribution function.
Alexei A. GaivoronskiPublished in: Ann. Oper. Res. (1991)
Keyphrases
- stochastic programming problems
- distribution function
- numerical methods
- random variables
- runge kutta
- partial differential equations
- cumulative distribution functions
- differential equations
- density function
- boundary element method
- computer vision
- image segmentation
- image processing
- finite element
- finite element method