Multistage stochastic convex programs: duality and its implications
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Publication:2507410
DOI10.1007/s10479-006-6165-zzbMath1122.90056OpenAlexW2002982431MaRDI QIDQ2507410
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
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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