Nonanticipativity in stochastic programming (Q795731)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonanticipativity in stochastic programming |
scientific article; zbMATH DE number 3862934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonanticipativity in stochastic programming |
scientific article; zbMATH DE number 3862934 |
Statements
Nonanticipativity in stochastic programming (English)
0 references
1985
0 references
The paper gives strong duality results in multistage stochastic programming without assuming compactness and without applying induction arguments.
0 references
strong duality
0 references
multistage stochastic programming
0 references
0.9109299
0 references
0.8925436
0 references
0.8898157
0 references
0.88931507
0 references
0.88187134
0 references
0.8817354
0 references