Stochastic convex programming: Kuhn-Tucker conditions (Q1232360): Difference between revisions

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+Roger J.-B. Wets
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+Discrete Dynamic Programming
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+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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+Extension of Fenchel's duality theorem for convex functions
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+Ordinary convex programs without a duality gap
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+Stochastic convex programming: basic duality
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+Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality
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