scientific article; zbMATH DE number 3508241

zbMATH Open0324.90053MaRDI QIDQ4088587FDOQ4088587

Authors: Roger J.-B. Wets 

Publication date: 1975

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

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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