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Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
De Maere d'Aertrycke, Gauthier; Shapiro, Alexander; … - In: Mathematical methods of operations research 77 (2013) 3, pp. 393-405
Persistent link: https://www.econbiz.de/10009774882
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Inference of statistical bounds for multistage stochastic programming problems
Shapiro, Alex - In: Mathematical methods of operations research 58 (2003) 1, pp. 57-68
Persistent link: https://www.econbiz.de/10001788397
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Inference of statistical bounds for multistage stochastic programming problems
Shapiro, Alexander - In: Mathematical methods of operations research 58 (2003) 1, pp. 57-68
Persistent link: https://www.econbiz.de/10006612662
Cover Image
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
Maere d’Aertrycke, Gauthier; Shapiro, Alexander; … - In: Mathematical methods of operations research 77 (2013) 3, pp. 393-405
Persistent link: https://www.econbiz.de/10010142735