Duality and optimality in multistage stochastic programming (Q1289293)

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scientific article; zbMATH DE number 1292464
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Duality and optimality in multistage stochastic programming
scientific article; zbMATH DE number 1292464

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    Duality and optimality in multistage stochastic programming (English)
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    28 June 1999
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    multistage stochastic programming
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    scenario tree
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    Fenchel duality
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