Nonanticipativity in stochastic programming (Q795731): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (5 intermediate revisions by 4 users not shown) | |||
| Property / author | |||
| Property / author: Sjur Didrik Flåm / rank | |||
| Property / author | |||
| Property / author: Sjur Didrik Flåm / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4156141 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Integrals which are convex functionals. II / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Extension of Fenchel's duality theorem for convex functions / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf00938756 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W122882628 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:14, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonanticipativity in stochastic programming |
scientific article |
Statements
Nonanticipativity in stochastic programming (English)
0 references
1985
0 references
The paper gives strong duality results in multistage stochastic programming without assuming compactness and without applying induction arguments.
0 references
strong duality
0 references
multistage stochastic programming
0 references
