Nonanticipativity in stochastic programming (Q795731): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| 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 | |||
Revision as of 12:18, 14 June 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
