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.
CITATION STYLE
Souza de Cursi, E. (2023). Optimization Under Uncertainty. In International Series in Operations Research and Management Science (Vol. 335, pp. 639–673). Springer. https://doi.org/10.1007/978-3-031-17785-9_8
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