"Shadow price of information in discrete time stochastic optimization."

Teemu Pennanen, Ari-Pekka Perkkiö (2018)

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DOI: 10.1007/S10107-017-1163-2

access: open

type: Journal Article

metadata version: 2022-10-02

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Teemu Pennanen, Ari-Pekka Perkkiö:
Shadow price of information in discrete time stochastic optimization. Math. Program. 168(1-2): 347-367 (2018)

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