Generalized bounds for convex multistage stochastic programs

Introduction - Basic Theory of Stochastic Optimization - Convex Stochastic Programs - Barycentric Approximation Scheme - Extensions - Applications in the Power Industry - Conclusions - A. Cojugate Duality; B. Lagrangian Duality; C. Penalty-Based Optimization; D. Parametric Families of Linear Functions; E. Lipschitz Continuity of sup-Projections.