Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stochastic programs without duality gaps   This paper studies dynamic stochastic optimization problems parametrized by a
random variable. Such problems arise in many applications in operations
research and mathematical finance. We give sufficient conditions for the
existence of solutions and the absence of a duality gap. Our proof uses
extended dynamic programming equations, whose validity is established under new
relaxed conditions that generalize certain no-arbitrage conditions from
mathematical finance.

5
The categories of this paper are: gr-qc
14
The categories of this paper are: math-ph
28
The categories of this paper are: alg-geom
22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
36
The categories of this paper are: cmp-lg
11
The categories of this paper are: hep-lat
0
The categories of this paper are: hep-ph
27
The categories of this paper are: comp-gas
34
The categories of this paper are: chem-ph
23
The categories of this paper are: solv-int
12
The categories of this paper are: nucl-th
26
The categories of this paper are: bayes-an
15
The categories of this paper are: nucl-ex
25
The categories of this paper are: patt-sol
32
The categories of this paper are: atom-ph