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

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Property / author: Michael A. H. Dempster / rank
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Latest revision as of 15:20, 12 August 2024

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On stochastic programming ii: dynamic problems under risk<sup>∗</sup>
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    On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (English)
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    1988
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    discrete time stochastic control
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    Lagrangean decomposition
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    dynamic stochastic programming
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    measurability
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    expected value of perfect information
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    dual multiplier processes
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    2-stage problems
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