Nonanticipativity in stochastic programming (Q795731): Difference between revisions
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scientific article
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English | Nonanticipativity in stochastic programming |
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Nonanticipativity in stochastic programming (English)
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1985
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The paper gives strong duality results in multistage stochastic programming without assuming compactness and without applying induction arguments.
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strong duality
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multistage stochastic programming
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