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~isPartOf:"Mathematical methods of operations research"
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Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
Maere d’Aertrycke, Gauthier
;
Shapiro, Alexander
; …
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 393-405
Persistent link: https://www.econbiz.de/10010142735
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Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
De Maere d'Aertrycke, Gauthier
;
Shapiro, Alexander
; …
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 393-405
Persistent link: https://www.econbiz.de/10009774882
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