scientific article; zbMATH DE number 7733457
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Cited in
(19)- Dynamic programming with convexity, concavity and sparsity
- Stochastic convexity in dynamic programming
- Interchangeability principle and dynamic equations in risk averse stochastic programming
- Algorithms for the solution of stochastic dynamic minimax problems
- Stochastic programs without duality gaps
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- Dynamic programming for controlled Markov families: abstractly and over martingale measures
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- A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs
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