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Browsing by Author "Prékopa, András"
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1999-11-29BuchConcavity and Efficient Points of Discrete Distributions in Probabilistic Programming Dentcheva, Darinka; Prékopa, András; Ruszczynski, AndrzejWe consider stochastic programming problems with probabilistic constraints involving integer-valued random variables. The concept of a p-efficient point of a probability distribution is used to derive various equivalent ...
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2005-11-15BuchOn Stochastic Integer Programming under Probabilistic Constraints Dentcheva, Darinka; Prékopa, András; Ruszczynski, AndrzejWe consider stochastic programming problems with probabilistic constraints involving integer-valued random variables. The concept of p-efficient points of a probability distribution is used to derive various equivalent ...