Erratum: “Convex Duality in Stochastic Optimization and Mathematical Finance”

Published Online:https://doi.org/10.1287/moor.2015.0750

References

  • Biagini S, Pennanen T, Perkkiö A-P (2015) Duality and optimality conditions in stochastic optimization and mathematical finance. Manuscript.Google Scholar
  • Pennanen T (2011) Convex duality in stochastic optimization and mathematical finance. Math. Oper. Res. 36(2):340–362.LinkGoogle Scholar
  • Perkkiö A-P (2014) Stochastic programs without duality gaps for objectives without a lower bound. Manuscript.Google Scholar
  • Rockafellar RT, Wets RJ-B (1998) Variational Analysis. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], Vol. 317 (Springer, Berlin).CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.