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Rockafellar, R.Tyrrell, Wets, Roger J.B. (1974) Continuous versus measurable recourse in N-stage stochastic programming. Journal of Mathematical Analysis and Applications, 48. 836-859 doi:10.1016/0022-247x(74)90157-7

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Reference TypeJournal (article/letter/editorial)
TitleContinuous versus measurable recourse in N-stage stochastic programming
JournalJournal of Mathematical Analysis and Applications
AuthorsRockafellar, R.TyrrellAuthor
Wets, Roger J.B.Author
Year1974 (December)Volume48
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(74)90157-7Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID12376059Long-form Identifiermindat:1:5:12376059:5
GUID0
Full ReferenceRockafellar, R.Tyrrell, Wets, Roger J.B. (1974) Continuous versus measurable recourse in N-stage stochastic programming. Journal of Mathematical Analysis and Applications, 48. 836-859 doi:10.1016/0022-247x(74)90157-7
Plain TextRockafellar, R.Tyrrell, Wets, Roger J.B. (1974) Continuous versus measurable recourse in N-stage stochastic programming. Journal of Mathematical Analysis and Applications, 48. 836-859 doi:10.1016/0022-247x(74)90157-7
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 48. Elsevier BV

See Also

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Rockafellar, R.T, Wets, R.J.-B (1977) Measures as Lagrange multipliers in multistage stochastic programming. Journal of Mathematical Analysis and Applications, 60. 301-313 doi:10.1016/0022-247x(77)90020-8
Rockafellar, R. Tyrrell, Wets, Roger J-B (2017) Stochastic variational inequalities: single-stage to multistage. Mathematical Programming, 165 (1). 331-360 doi:10.1007/s10107-016-0995-5
Doberkat, Ernst-Erich (1979) On a representation of measurable automaton-transformations by stochastic automata. Journal of Mathematical Analysis and Applications, 69. 455-468 doi:10.1016/0022-247x(79)90157-4
(1974) Author index. Journal of Mathematical Analysis and Applications, 46. 836-837 doi:10.1016/0022-247x(74)90275-3
Rockafellar, R.T (1969) Measurable dependence of convex sets and functions on parameters. Journal of Mathematical Analysis and Applications, 28. 4-25 doi:10.1016/0022-247x(69)90104-8
Lee, Alan J (1977) Continuous path approximations to measurable stochastic processes. Journal of Mathematical Analysis and Applications, 61. 1-6 doi:10.1016/0022-247x(77)90140-8
Farr, William H, Hanson, Morgan A (1974) Continuous time programming with nonlinear time-delayed constraints. Journal of Mathematical Analysis and Applications, 46. 41-61 doi:10.1016/0022-247x(74)90280-7
Salinetti, Gabriella, Wets, Roger J.B (1977) On the relations between two types of convergence for convex functions. Journal of Mathematical Analysis and Applications, 60. 211-226 doi:10.1016/0022-247x(77)90060-9
Garstka, Stanley J., Wets, Roger J. -B. (1974) On decision rules in stochastic programming. Mathematical Programming, 7 (1). 117-143 doi:10.1007/bf01585511
(1974) Editorial Board. Journal of Mathematical Analysis and Applications, 48. doi:10.1016/0022-247x(74)90210-8
Salinetti, Gabriella, Wets, Roger J.-B (1978) Erratum. Journal of Mathematical Analysis and Applications, 66. 689pp. doi:10.1016/0022-247x(78)90263-9
 
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