Continuous versus measurable recourse in N-stage stochastic programming

DOI10.1016/0022-247X(74)90157-7zbMath0309.90039OpenAlexW2016924597MaRDI QIDQ1219203

R. Tyrrell Rockafellar, Roger J.-B. Wets

Publication date: 1974

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(74)90157-7

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Convex programming (90C25) Stochastic programming (90C15)

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Cites Work

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