Deterministic and stochastic optimization problems of bolza type in discrete time
DOI10.1080/17442508308833276zbMATH Open0534.49022OpenAlexW2058830470MaRDI QIDQ3317652FDOQ3317652
Authors: Roger J.-B. Wets, R. T. Rockafellar 
Publication date: 1983
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508308833276
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Cites Work
- Convex Analysis
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Stochastic optimal control. The discrete time case
- Integrals which are convex functionals. II
- The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
- Measurable Selection and Dynamic Programming
- The Euler-Lagrange differential inclusion
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- Conditions Nécessaires d’Optimalité pour un Programme Stochastique avec Recours
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- Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space
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
- Title not available (Why is that?)
- 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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