On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (Q3799818): Difference between revisions
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Revision as of 13:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic programming ii: dynamic problems under risk<sup>∗</sup> |
scientific article |
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On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (English)
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1988
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discrete time stochastic control
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Lagrangean decomposition
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dynamic stochastic programming
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measurability
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expected value of perfect information
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dual multiplier processes
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2-stage problems
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