Multistage stochastic convex programs: duality and its implications

DOI10.1007/S10479-006-6165-ZzbMath1122.90056OpenAlexW2002982431MaRDI QIDQ2507410

Suvrajeet Sen, Julia L. Higle

Publication date: 11 October 2006

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-006-6165-z

zbMATH Keywords

stochastic programmingdualityEVPI

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15) Set-valued and variational analysis (49J53) Duality theory (optimization) (49N15)

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