Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization

Journal of Optimization Theory and Applications 2026 Open access

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Authors: Adrien Le Franc, Pierre Carpentier, Jean‐Philippe Chancelier, Michel De Lara
DOI: 10.1007/s10957-025-02876-1
Cited by: 0
References: 25

Fields of Study & Subjects

Risk and Portfolio Optimization Climate Change Policy and Economics Capital Investment and Risk Analysis

Publication details

Journal / source
Journal of Optimization Theory and Applications
Publisher
Springer Science and Business Media LLC
Volume
208
Issue
3
Publication date
18 February 2026
Language
EN