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On the Relation between Stochastic and Deterministic Optimization

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References

1971On Information Structures, Feedback and Causality141 cited
1976Stochastic convex programming: basic duality118 cited
1975Stochastic convex programming: Kuhn-Tucker conditions65 cited

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1996Duality and statistical tests of optimality for two stage stochastic programs47 cited
1995Stability in multistage stochastic programming37 cited
2015On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs34 cited
2016Stochastic control with rough paths21 cited

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