Stochastic programs without duality gaps

Teemu Pennanen, Ari-Pekka Perkkiö

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)
Original languageEnglish
Pages (from-to)91-110
JournalMathematical Programming
Volume136
Issue number1
DOIs
Publication statusPublished - 2012
MoE publication typeA1 Journal article-refereed

Keywords

  • Convex duality
  • Parametric optimization
  • Stochastic programming

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