Optimization Under Uncertainty

Eduardo Souza de Cursi ()
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Eduardo Souza de Cursi: INSA Rouen Normandie

Chapter Chapter 8 in Uncertainty Quantification using R, 2023, pp 639-673 from Springer

Abstract: Abstract This chapter presents methods for the determination of the probability distribution of the solutions of continuous optimization problems: constrained or unconstrained, linear or nonlinear. We analyze also the distributions of Lagrange’s multipliers.Optimizationunder uncertainty

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-031-17785-9_8

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DOI: 10.1007/978-3-031-17785-9_8

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