Pages that link to "Item:Q1243226"
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The following pages link to Measures as Lagrange multipliers in multistage stochastic programming (Q1243226):
Displaying 10 items.
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Dynamics aggregation in stochastic control problems (Q1586806) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Projection and discretization methods in stochastic programming (Q1893962) (← links)
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging (Q2064744) (← links)
- Epiconvergence of relaxed stochastic optimization problems (Q2294379) (← links)
- Exact penalty functions in single-stage stochastic programming<sup>1</sup> (Q3970361) (← links)
- A generalized karush-kuhn-tucki optimality condition without constraint qualification using tl approximate subdifferential (Q4293262) (← links)
- Approximation-exact penalty function method for solving a class of stochastic programming (Q4658052) (← links)
- GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS (Q4787838) (← links)