Chapter VIII Stochastic programming

This publication has 14 references indexed in Scilit:

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• Conditions Nécessaires d’Optimalité pour un Programme Stochastique avec Recours
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• The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
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• Nonanticipativity and L 1-martingales in stochastic optimization problems
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• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
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