Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space

DOI10.1137/0128064zbMath0297.90061OpenAlexW2039641334MaRDI QIDQ4051894

Paul Olsen, Mark J. Eisner

Publication date: 1975

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0128064

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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