Convex stochastic optimization. Dynamic programming and duality in discrete time

DOI10.1007/978-3-031-76432-5MaRDI QIDQ6613255zbMATH OpenFDO

Authors Teemu Pennanen, Ari-Pekka Perkkiö

Publication date 2 October 2024

Published in Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-76432-5

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39)

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