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"Risk exposure and Lagrange multipliers of nonanticipativity constraints in ..."

Gauthier de Maere d'Aertrycke, Alexander Shapiro, Yves Smeers (2013)

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DOI: 10.1007/S00186-012-0423-4

access: closed

type: Journal Article

metadata version: 2023-05-26

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Gauthier de Maere d'Aertrycke, Alexander Shapiro, Yves Smeers:
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems. Math. Methods Oper. Res. 77(3): 393-405 (2013)

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