When Is a Multistage Stochastic Programming Problem Well-Defined?

DOI10.1137/0314034zbMath0336.90040OpenAlexW1964189010MaRDI QIDQ4103329

Paul Olsen

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314034

Mathematics Subject Classification ID

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

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