Abstract
A general (M+l)-stage (M ≥ 1) stochastic programming problem can be considered either as an optimization problem with respect to some mathematical abstract space (say L p , p ≥ 1) or recursively as the problem (see e.g. [1]).
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Kaňková, V. (2000). Multistage Stochastic Programming; Stability, Approximation and Markov Dependence. In: Inderfurth, K., Schwödiauer, G., Domschke, W., Juhnke, F., Kleinschmidt, P., Wäscher, G. (eds) Operations Research Proceedings 1999. Operations Research Proceedings 1999, vol 1999. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-58300-1_23
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DOI: https://doi.org/10.1007/978-3-642-58300-1_23
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