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Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Linear Topological Spaces
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Optimierungsaufgaben in topologischen Vektorr�umen I: Dualit�tstheorie
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Dual variables in two-stage linear programming under uncertainty
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A duality theory for abstract mathematical programs with applications to optimal control theory
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Optimization by Vector Space Methods
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On Stochastic Linear Programming
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Stochastic Programs with Recourse
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Stochastic Programs with Recourse II: On the Continuity of the Objective
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Symmetric Duality for Continuous Linear Programs
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Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
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Linear Programming under Uncertainty
inferredcites →https://doi.org/10.1287/mnsc.12.1.122openalex-snapshot
An Infinite Linear Program with a Duality Gap
inferredcites →https://doi.org/10.1287/opre.14.4.652openalex-snapshot
On Programming under Uncertainty
inferredcites →https://doi.org/10.1515/9781400884179openalex-snapshot
Linear Programming and Extensions
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Duality and stability in extremum problems involving convex functions
inferredcites →https://doi.org/10.2307/1909177openalex-snapshot
Economic Theory and Operations Analysis

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality
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Convex Stochastic Optimization
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Duality
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Approximation of Extremum Problems with Probability Cost Functionals
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A Dual of a Dynamic Inventory Control Model: The Deterministic and Stochastic Case
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Stochastic Linear Programming Models
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A Dual of a Dynamic Inventory Control Model: The Deterministic and the Stochastic Case
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Two-stage linear decision rules for multi-stage stochastic programming
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Subregular recourse in nonlinear multistage stochastic optimization
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The decision rule approach to optimization under uncertainty: methodology and applications
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Multiplier Stabilization Applied to Two-Stage Stochastic Programs
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Measures as Lagrange multipliers in multistage stochastic programming
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Projection and discretization methods in stochastic programming
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Chapter 20 Optimization Methods in Dynamic Portfolio Management
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Multistage Stochastic Programming with Recourse As Mathematical Programming in an $L_p $ Space
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The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
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Sufficient Conditions for Kuhn–Tucker Vectors in Convex Programming
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Martingale pricing measures in incomplete markets via stochastic programming duality in the dual of L ∞
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Signal flow graph solution of deterministic and stochastic linear programs
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Stochastic Programming in Supply Chain
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