Optimality and Duality in Stochastic Programming

Handbooks in Operations Research and Management Science

Volumn 10, Issue C, 2003, Pages 65-139

  Ruszczyński, Andrzej ^a   Shapiro, Alexander ^b  

^a RUTGERS UNIVERSITY   (United States)

^b Georgia Institute of Technology   (United States)

Author keywords

duality; Expected value function; multistage stochastic programming; optimality conditions; two stage stochastic programming

Indexed keywords

EID: 77950479202     PISSN: 09270507     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0927-0507(03)10002-3     Document Type: Review

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