Nonanticipativity in stochastic programming
type: Item
instance of: scholarly article
title: Nonanticipativity in stochastic programming
zbMATH Open document ID: 0542.90071
DOI: 10.1007/BF00938756
published in: Journal of Optimization Theory and Applications
publication date: 1985-01-01T00:00:00Z
review text: The paper gives strong duality results in multistage stochastic programming without assuming compactness and without applying induction arguments.
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 49N15
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49M37
zbMATH DE Number: 3862934
zbMATH Keywords: strong duality
zbMATH Keywords: multistage stochastic programming
author: Sjur Didrik Flåm
MaRDI profile type: Publication
cites work: Q4156141
cites work: Integrals which are convex functionals. II
cites work: Extension of Fenchel's duality theorem for convex functions
full work available at URL: https://doi.org/10.1007/bf00938756
OpenAlex ID: W122882628
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description: scientific article; zbMATH DE number 3862934