Nonanticipativity and L 1-martingales in stochastic optimization problems-Reference-Cited by-同舟云学术

Nonanticipativity and L 1-martingales in stochastic optimization problems

Published:1976 Issue: Volume: Page:170-187
ISSN:0303-3929
Container-title:Mathematical Programming Studies
language:
Short-container-title:

Author:

Rockafellar R. T.,Wets R. J.-B.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0120750.pdf

Reference27 articles.

1. R. T. Rochafellar and R. Wets, “The optimal recourse problem in discrete time: L 1-multipliers for inequality constraints”, SIAM Journal on Control and Optimization, to appear. 0230 0263 V 3

2. Springer Verlag Lecture Notes in Economics and Mathematical Systems;R. Wets,1975

3. R. T. Rockafellar and R. Wets, “Stochastic convex programming: Kuhn-Tucker conditions”, Journal of Mathematical Economics 2 (1975) 349–370.

4. A. D. Yudin, “Duality in multistage stochastic programming” Izvestija Akademii Nauk SSSR, Tekhnicheskaya Kibernetica 6 (1973) 24–31 [in Russian; Engl. transl.: also Engineers Cybernetics 11 (1973) 908–915].

5. M. Eisner and P. Olsen, “Duality for stochastic programming interpreted as L. P. in Lp-space” SIAM Journal of Applied Mathematics 28 (1975) 779–792.

Cited by 108 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dual Solutions in Convex Stochastic Optimization;Mathematics of Operations Research;2024-09-12

2. Information Relaxation and a Duality-Driven Algorithm for Stochastic Dynamic Programs;Operations Research;2024-07-31

3. Hierarchical Distributed Scenario-Based Model Predictive Control of Interconnected Microgrids;2024 European Control Conference (ECC);2024-06-25

4. An inexact algorithm for stochastic variational inequalities;Operations Research Letters;2024-01

5. Understanding Trade-Offs in Resilience Planning Decisions for Power Distribution Systems;2023 IEEE Industry Applications Society Annual Meeting (IAS);2023-10-29