Stochastic programs with recourse: A basic theorem for multistage problems

DOI10.1007/BF00538393zbMath0213.45204OpenAlexW1977708313MaRDI QIDQ5615792

Roger J.-B. Wets

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00538393

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items

Stochastic programs with recourse: A basic theorem for multistage problems, Stochastic programs with recourse: A basic theorem for multistage problems, Characterization theorems for stochastic programs

Cites Work

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