Stochastic programs without duality gaps-Reference-Cited by-同舟云学术

Stochastic programs without duality gaps

Published:2012-05-31 Issue:1 Volume:136 Page:91-110
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Math. Program.

Author:

Pennanen Teemu,Perkkiö Ari-Pekka

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/s10107-012-0552-9.pdf

Reference28 articles.

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2. Bertsekas, D.P.: Dynamic Programming and Stochastic Control. Academic Press [Harcourt Brace Jovanovich Publishers], New York Mathematics in Science and Engineering, vol. 125 (1976)

3. Bertsekas, D.P., Shreve, S.E.: Stochastic Optimal Control, Mathematics in Science and Engineering vol. 139. Academic Press Inc. [Harcourt Brace Jovanovich Publishers], New York The discrete time case (1978)

4. Bismut J.M.: Intégrales convexes et probabilités. J. Math. Anal. Appl. 42, 639–673 (1973)

5. Castaing, C., Valadier, M.: Convex analysis and measurable multifunctions. Springer, Berlin Lecture Notes in Mathematics, vol. 580 (1977)

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