Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems |
scientific article |
Statements
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (English)
0 references
2 August 2013
0 references
stochastic capacity expansion problem
0 references
dual variables
0 references
Lagrange multipliers
0 references
