Nonanticipativity in stochastic programming
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Publication:795731
DOI10.1007/BF00938756zbMath0542.90071OpenAlexW122882628MaRDI QIDQ795731
Publication date: 1985
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00938756
Nonlinear programming (90C30) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37) Duality theory (optimization) (49N15)
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Optimal match-up strategies in stochastic scheduling ⋮ Subregular recourse in nonlinear multistage stochastic optimization ⋮ Stochastic programming approaches to stochastic scheduling
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