Penalty functions and duality in stochastic programming via &khgr;-divergence functionals

• Authors:

• A. Ben-Tal;M. Teboulle

• Affiliations:

• Technion-Israel Institute of Technology, Haifa, Israel;Dalhousie Univ., Halifax, Nova Scotia, Canada

• Venue:
• Mathematics of Operations Research
• Year:
• 1987