Title of article
An algorithm for constrained nonlinear optimization under uncertainty
Author/Authors
J. Darlington، نويسنده , , C. C. Pantelides، نويسنده , , B. Rustem، نويسنده , , B. A. Tanyi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
12
From page
217
To page
228
Keywords
Risk management , nonlinear programming , Goldstein?Levitin-Polyak algorithm , Sequentialquadratic programming , uncertainty , robust optimization , Mean-variance analysis
Journal title
Automatica
Serial Year
1999
Journal title
Automatica
Record number
368734
Link To Document