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

DOI10.1002/ASM.3150080312zbMATH Open0800.90002OpenAlexW2114456743MaRDI QIDQ4299537FDOQ4299537

Authors: Roger J.-B. Wets, R. T. 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

decompositionstochastic programmingapproximationsaggregation principle

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Epigraphical analysis
• Deterministic and stochastic optimization problems of bolza type in discrete time
• On stochastic programming ii: dynamic problems under risk^∗

Cited In (4)

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

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