Highly Influenced

@inproceedings{Rockafellar1990GeneralizedLP, title={Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time}, author={R. Tyrrell Rockafellar and R. J-B. Wets}, year={1990} }

- Published 1990

Two fundamental classes of problems in large-scale linear and quadratic programming are described. Multistage problems covering a wide variety of models in dynamic programming and stochastic programming are represented in a new way. Strong properties of duality are revealed which support the development of iterative approximate techniques of solution inâ€¦Â CONTINUE READING

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