Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810)
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scientific article; zbMATH DE number 6194429
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| English | Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems |
scientific article; zbMATH DE number 6194429 |
Statements
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (English)
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2 August 2013
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stochastic capacity expansion problem
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dual variables
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Lagrange multipliers
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0.7538332939147949
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0.743095874786377
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0.7426645159721375
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0.7402585744857788
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