I’m studying the pricing model under Robust Programming here described from page 41 to page 45. I don’t understand what’s the meaning of subscripts $i$ and “second” $t$ referred to dual variables of model. As a comparison, take the model at page 38: dual variable $p_{1,t}$ (included in the second constraint of case I) refers to the set $begin{Bmatrix}
p_{c,t}
end{Bmatrix}_{c=1}^4,_{t=1}^T$, where $c$ indicates the constraint subject to conversion as part of reference set of four constraints and $t$ the subperiod to which is associated the single realization of returns. Matrix disequality of page 37 clears it up. Instead, in the model that I’m studying now, the reference set becomes $begin{Bmatrix}
p_{c,t,i}
end{Bmatrix}_{c=1}^4,_{t=1}^T,_{i=1}^T$.
So:

What does $i$ say?

Why, for example in case t.I third constraint, do we have $p_{t,1,t}$? What does the “second” $t$ mean?
Thanks in advance for any help.