Pages that link to "Item:Q3765689"

The following pages link to The shadow price of information in continuous time decision problems (Q3765689):

Displaying 8 items.

• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• Challenges in stochastic programming (Q1363423) (← links)
• Optional and predictable projections of normal integrands and convex-valued processes (Q2359142) (← links)
• Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
• Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
• Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
• On stochastic programming ii: dynamic problems under risk^∗ (Q3799818) (← links)
• Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)