scientific article; zbMATH DE number 3508241
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Publication:4088587
zbMATH Open0324.90053MaRDI QIDQ4088587FDOQ4088587
Authors: Roger J.-B. Wets
Publication date: 1975
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Nonlinear programming (90C30) Stochastic programming (90C15) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)
Cited In (13)
- Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm
- Subregular recourse in nonlinear multistage stochastic optimization
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- Multistage stochastic convex programs: duality and its implications
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
- Quasi-variational problems with non-self map on Banach spaces: existence and applications
- Stochastic convex programming: Kuhn-Tucker conditions
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
- Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic
- Stochastic optimization models in forest planning: a progressive hedging solution approach
- Shadow price of information in discrete time stochastic optimization
- Stochastic forestry planning under market and growth uncertainty
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