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Dual methods for probabilistic optimization problems
Darinka Dentcheva
, Bogumila Lai
, Andrzej Ruszczyński
Department of Mathematical Sciences
School of Engineering and Science
Stevens Institute of Technology
Rutgers - The State University of New Jersey, New Brunswick
Research output
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Article
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peer-review
40
Scopus citations
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Mathematics
Probability Distribution
100%
Lower and upper bounds
50%
Arbitrary Distribution
50%
Optimality
50%
Numerical Methods
50%
Stochastics
50%