The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
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Publication:4181614
DOI10.1137/0316002zbMath0397.90078OpenAlexW2003657040MaRDI QIDQ4181614
Roger J.-B. Wets, R. Tyrrell Rockafellar
Publication date: 1978
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0316002
Inequality ConstraintsFinite HorizonDiscrete TimeL-One-MultipliersMultistage Stochastic ProgramsOptimal Recourse ProblemStochastic and Dynamic Aspects
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