Julia L. Higle, Suvrajeet Sen. Multistage stochastic convex programs: Duality and its implications. Annals OR, 142(1):129-146, 2006. [doi]
@article{HigleS06,
title = {Multistage stochastic convex programs: Duality and its implications},
author = {Julia L. Higle and Suvrajeet Sen},
year = {2006},
doi = {10.1007/s10479-006-6165-z},
url = {http://dx.doi.org/10.1007/s10479-006-6165-z},
researchr = {https://researchr.org/publication/HigleS06},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {142},
number = {1},
pages = {129-146},
}