Deterministic and stochastic optimization problems of bolza type in discrete time
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Publication:3317652
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Cites work
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Cited in
(14)- On generalized Bolza problem and its application to dynamic optimization
- Infinite horizon programs; convergence of approximate solutions
- Conditional expectation of integrands and random sets
- A dual strategy for the implementation of the aggregation principle in decision making under uncertainty
- Challenges in stochastic programming
- Optional and predictable projections of normal integrands and convex-valued processes
- scientific article; zbMATH DE number 7733457 (Why is no real title available?)
- Duality and optimality conditions in stochastic optimization and mathematical finance
- Stochastic programming approaches to stochastic scheduling
- Bolza type problems in discrete time
- Optimal match-up strategies in stochastic scheduling
- On stochastic programming ii: dynamic problems under risk∗
- Parameter-dependent stochastic optimal control in finite discrete time
- Shadow price of information in discrete time stochastic optimization
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