A dual strategy for the implementation of the aggregation principle in decision making under uncertainty

DOI10.1002/asm.3150080312zbMath0800.90002OpenAlexW2114456743MaRDI QIDQ4299537

Roger J.-B. Wets, R. Tyrrell Rockafellar

Publication date: 4 July 1994

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150080312

zbMATH Keywords

stochastic programmingdecompositionapproximationsaggregation principle

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)

Related Items

Computational aspects in applied stochastic control, Duality and statistical tests of optimality for two stage stochastic programs, Two-stage stochastic variational inequalities: an ERM-solution procedure, Multistage stochastic convex programs: duality and its implications

Cites Work

• Unnamed Item
• Epigraphical analysis
• Deterministic and stochastic optimization problems of bolza type in discrete time
• On stochastic programming ii: dynamic problems under risk^∗