OpenAlex | Dual methods for probabilistic optimization problems*

Dual methods for probabilistic optimization problems*

Work

Year: 2004

Type: article

Source: Mathematical Methods of Operations Research

Authors Darinka Dentcheva, Bogumila Lai, Andrzej Ruszczyński

Institutions Stevens Institute of Technology, Rutgers, The State University of New Jersey

Cites: 7

Cited by: 51

Related to: 10

FWCI: 0.396

Citation percentile (by year/subfield): 89.88

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed