Stochastic Programming: Non-Anticipativity and Lagrange Multipliers
Introduction: Decision making under uncertainty can often be formalized as a stochastic program, constrained not merely in material terms, but also by limited information. The former type of constraints, accounting for material bound, is usually described by inequalities required to hold almost surely. The latter type, reflecting informational restrictions, often assumes the form of linear equations involving conditional expectation operators...
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||2000|
|Contact details of provider:|| Postal: Department of Economics, University of Bergen Fosswinckels Gate 6. N-5007 Bergen, Norway|
Web page: http://www.uib.no/econ/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:fth:bereco:1100. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)
If references are entirely missing, you can add them using this form.