🌙

技术说明:加性凸性的保持及其在随机优化问题中的应用

Technical Note—Preservation of Additive Convexity and Its Applications in Stochastic Optimization Problems

Operations Research · 2021
被引 10
人大 AFT50UTD24ABS 4*

中文导读

研究了加性凸性在随机优化问题中的保持性质,用于证明高维随机优化问题中价值函数的加性凸性。

Abstract

Preservation Results for Proving Additively Convex Value Functions for High-Dimensional Stochastic Optimization Problems

随机优化凸性数学优化随机规划