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zbMath0472.90041MaRDI QIDQ3927052

Mark J. Eisner, Paul Olsen

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

duality probabilistic programming Borel probability measure distribution model chance-constrained model function space setting multi-stage decision model recourse model

Mathematics Subject Classification ID

Stochastic programming (90C15) Duality theory (optimization) (49N15)

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Deterministic and stochastic optimization problems of bolza type in discrete time ⋮ Measures as Lagrange multipliers in multistage stochastic programming

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