On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (Q3799818): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic programming ii: dynamic problems under risk<sup>∗</sup> |
scientific article |
Statements
On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (English)
0 references
1988
0 references
discrete time stochastic control
0 references
Lagrangean decomposition
0 references
dynamic stochastic programming
0 references
measurability
0 references
expected value of perfect information
0 references
dual multiplier processes
0 references
2-stage problems
0 references
