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L.A. Korf
Information about the author L.A. Korf will soon be added to the site.
Found
2 papers
in total
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Stochastic programming duality: ℒ∞ multipliers for unbounded constraints with an application to mathematical finance
2004
A new duality theory is developed for a class of stochastic programs in which the...
Random lower semicontinuous functions: An ergodic theorem
2001
An ergodic theorem for random lsc (lower semicontinuous) functions is obtained by...
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