scientific article; zbMATH DE number 3508241

MaRDI QIDQ4088587zbMATH OpenFDO

Authors Roger J.-B. Wets

Publication date 1975

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Stochastic programming (90C15) Nonlinear programming (90C30) Optimal stochastic control (93E20)

Cited in

(14)

• Stochastic convex programming: Kuhn-Tucker conditions
• Quasi-variational problems with non-self map on Banach spaces: existence and applications
• Subregular recourse in nonlinear multistage stochastic optimization
• Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic
• Shadow price of information in discrete time stochastic optimization
• Multistage stochastic convex programs: duality and its implications
• Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
• 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
• An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
• Stochastic forestry planning under market and growth uncertainty
• Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm
• Duality in convex stochastic optimization
• Stochastic optimization models in forest planning: a progressive hedging solution approach

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