Optimal stopping, exponential utility, and linear programming
- 期刊名称Mathematical Programming
- 作者Eric V. Denardo; Uriel G. Rothblum
- 卷第16卷
- 期第1期
- 印刷ISSN0025-5610
- 电子ISSN1436-4646
- 文件大小742.18KB
- 发表时间1979
- DOI10.1007/bf01582110
- 页码228-244
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A quasi-second-order proximal bundle algorithmRobert Mifflin · Mathematical Programming · 1996
An Algorithm for Constrained Optimization with Semismooth FunctionsRobert Mifflin · Mathematics of Operations Research · 1977
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Editorial policyMathematical Programming · 1973
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A linear max—min problemJames E. Falk · Mathematical Programming · 1973
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Computable error bounds for nonlinear programmingStephen M. Robinson · Mathematical Programming · 1973
Book reviewW. F. Lucas · Mathematical Programming · 1973