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Multistage stochastic convex programs: duality and its implications - MaRDI portal

Multistage stochastic convex programs: duality and its implications (Q2507410)

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Multistage stochastic convex programs: duality and its implications
scientific article

    Statements

    title
    Multistage stochastic convex programs: duality and its implications (English)
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    author
    Suvrajeet Sen
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    Julia L. Higle
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    publication date
    11 October 2006
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    zbMATH Keywords
    stochastic programming
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    duality
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    EVPI
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    Identifiers

    Mathematics Subject Classification ID
    90C15
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    90C46
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    49J53
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    49N15
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    zbMATH DE Number
    5062403
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    OpenAlex ID
    W2002982431
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