Stochastic programs with recourse: A basic theorem for multistage problems

DOI10.1007/BF00538393zbMath0221.90035OpenAlexW1977708313MaRDI QIDQ5626426

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 (3)

Stability in multistage stochastic programming ⋮ Stability of multistage stochastic programming ⋮ Mixing stochastic dynamic programming and scenario aggregation

Cites Work

• Unnamed Item
• Optimal control of a discrete time stochastic system linear in the state
• Linear Programming under Uncertainty
• Programming Under Uncertainty: The Equivalent Convex Program
• Programming Under Uncertainty: The Solution Set
• Linear programming under uncertainty: A basic property of the optimal solution
• Qualitative Aussagen zu einigen Problemen der stochastischen Programmierung
• A Lipschitzian Characterization of Convex Polyhedra
• Dynamic Inventory Models and Stochastic Programming
• Some Practical Regularity Conditions for Nonlinear Programs
• Stochastic programs with recourse: A basic theorem for multistage problems
• Convex Functions on Convex Polytopes
• Characterization theorems for stochastic programs

This page was built for publication: Stochastic programs with recourse: A basic theorem for multistage problems