The Aggregation Principle in Scenario Analysis and Stochastic Optimization
- 1 January 1989
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Stability in Two-Stage Stochastic ProgrammingSIAM Journal on Control and Optimization, 1987
- The shadow price of information in continuous time decision problemsStochastics, 1987
- Nonanticipativity and L 1-martingales in stochastic optimization problemsPublished by Springer Nature ,1976
- Stochastic convex programming: Kuhn-Tucker conditionsJournal of Mathematical Economics, 1975