Rockafellar, R. T.; Wets, R. J-B. The optimal recourse problem in discrete time: \(L^1\)-multipliers for inequality constraints. (English) Zbl 0397.90078 SIAM J. Control Optimization 16, 16-36 (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 28 Documents MSC: 90C15 Stochastic programming Keywords:Inequality Constraints; Optimal Recourse Problem; L-One-Multipliers; Discrete Time; Stochastic and Dynamic Aspects; Finite Horizon; Multistage Stochastic Programs PDF BibTeX XML Cite \textit{R. T. Rockafellar} and \textit{R. J B. Wets}, SIAM J. Control Optim. 16, 16--36 (1978; Zbl 0397.90078) Full Text: DOI