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20112025
most citedStochastic programs without duality gaps for objectives without a lower bound

6 citations · 13 across the 11 of their papers we have counts for

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math.OC2011

Stochastic programs without duality gaps

Teemu Pennanen, Ari-Pekka Perkkiö

This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical fina…