Extremum conditions for a multistep stochastic programming problem with smooth constraints (Q3691425)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extremum conditions for a multistep stochastic programming problem with smooth constraints |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremum conditions for a multistep stochastic programming problem with smooth constraints |
scientific article |
Statements
Extremum conditions for a multistep stochastic programming problem with smooth constraints (English)
0 references
1984
0 references
optimality conditions
0 references
probabilistic discrete Pontryagin maximum principle
0 references
existence of a system of conjugate variables
0 references
multistep stochastic programming
0 references
smooth constraints
0 references
