On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (Q3799818): Difference between revisions

@@ Property / cites work @@
+The shadow price of information in continuous time decision problems
+Normal rank
@@ Property / cites work @@
+Stochastic optimal control. The discrete time case
+Normal rank
@@ Property / cites work @@
+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
+Normal rank
@@ Property / cites work @@
+Optimization and nonsmooth analysis
@@ Property / cites work: Optimization and nonsmooth analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+On stochastic programming. I: Static linear programming under risk
+Normal rank
@@ Property / cites work @@
+Q3944354
@@ Property / cites work: Q3944354 / rank @@
+Normal rank
@@ Property / cites work @@
+Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space
+Normal rank
@@ Property / cites work @@
+Q4189915
@@ Property / cites work: Q4189915 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
+Normal rank
@@ Property / cites work @@
+Duality in stochastic linear and dynamic programming
+Normal rank
@@ Property / cites work @@
+A generalization of a problem of Steinhaus
@@ Property / cites work: A generalization of a problem of Steinhaus / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344923
@@ Property / cites work: Q3344923 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4151283
@@ Property / cites work: Q4151283 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic convex programming: Kuhn-Tucker conditions
+Normal rank
@@ Property / cites work @@
+Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
+Normal rank
@@ Property / cites work @@
+The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
+Normal rank
@@ Property / cites work @@
+On the interchange of subdifferentiation and conditional expectation for convex functionals
+Normal rank
@@ Property / cites work @@
+Deterministic and stochastic optimization problems of bolza type in discrete time
+Normal rank
@@ Property / Wikidata QID @@
+Q126242159
@@ Property / Wikidata QID: Q126242159 / rank @@
+Normal rank