Multistage Stochastic Programming with Recourse As Mathematical Programming in an $L_p $ Space

DOI10.1137/0314035zbMath0336.90041OpenAlexW1990291608MaRDI QIDQ4103330

Paul Olsen

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314035

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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