Pages that link to "Item:Q4051894"

The following pages link to Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space (Q4051894):

Displaying 15 items.

• Measures as Lagrange multipliers in multistage stochastic programming (Q1243226) (← links)
• The Lagrange approach to infinite linear programs (Q1348714) (← links)
• Dynamics aggregation in stochastic control problems (Q1586806) (← links)
• Projection and discretization methods in stochastic programming (Q1893962) (← links)
• Stability in multistage stochastic programming (Q1896446) (← links)
• The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
• Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
• Subregular recourse in nonlinear multistage stochastic optimization (Q2230939) (← links)
• Multiplier stabilization applied to two-stage stochastic programs (Q2275276) (← links)
• Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810) (← links)
• Deterministic and stochastic optimization problems of bolza type in discrete time (Q3317652) (← links)
• Aggregation bounds in stochastic linear programming (Q3675909) (← links)
• On stochastic programming ii: dynamic problems under risk^∗ (Q3799818) (← links)
• From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming (Q4571046) (← links)
• (Q5389861) (← links)