Skip to content

non-anticipativity

basic

  • https://pubsonline.informs.org/doi/pdf/10.1287/educ.1053.0016

  • decisions made at a specific point in time cannot rely on information that is only available in the future

  • non-anticipativity constraint: scenarios with a common history must (logically) have the same set of decisions

  • objective: expected cost is the sum of the weighted cost of each scenario, so the decision is made based on all the scenario posibilities