Abstract
In this paper we consider a constrained stochastic optimization problem of the following type (cf. [4]). Let f and g.,j=l…,m be (unknown) convex continuous functions defined on IRq, the q-dimensional Euklidean space.
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© 1982 D. Reidel Publishing Company
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Pflug, G.C. (1982). On the Penalization Method in Convex Stochastic Programming. In: Feichtinger, G., Kall, P. (eds) Operations Research in Progress. Theory and Decision Library, vol 32. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7901-7_5
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DOI: https://doi.org/10.1007/978-94-009-7901-7_5
Publisher Name: Springer, Dordrecht
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