Measures as Lagrange multipliers in multistage stochastic programming

DOI10.1016/0022-247X(77)90020-8zbMath0369.90091OpenAlexW2153492230MaRDI QIDQ1243226

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

Publication date: 1977

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(77)90020-8

Mathematics Subject Classification ID

Stochastic programming (90C15)

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