Nonanticipativity in stochastic programming (Q795731): Difference between revisions
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Revision as of 09:36, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonanticipativity in stochastic programming |
scientific article |
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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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