Convex Duality in Stochastic Optimization and Mathematical Finance
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Publication:2884277
DOI10.1287/moor.1110.0485zbMath1243.49044arXiv1006.4083WikidataQ110098940 ScholiaQ110098940MaRDI QIDQ2884277
Publication date: 24 May 2012
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.4083
90C15: Stochastic programming
93E20: Optimal stochastic control
49N15: Duality theory (optimization)
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