Extremum conditions for a multistep stochastic programming problem with smooth constraints

DOI10.1007/BF01072175MaRDI QIDQ3691425zbMATH OpenFDO

Authors N. N. Bordunov

Publication date 1984

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01072175

zbMATH Keywords

existence of a system of conjugate variablesmultistep stochastic programmingoptimality conditionsprobabilistic discrete Pontryagin maximum principlesmooth constraints

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 3750659 (Why is no real title available?)
• scientific article; zbMATH DE number 3206518 (Why is no real title available?)
• Measurable dependence of convex sets and functions on parameters
• Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility

Cited in

(3)

• Lagrange Multipliers in Stochastic Programming
• Microcanonical analysis of the random energy model in a random magnetic field
• scientific article; zbMATH DE number 3315802 (Why is no real title available?)

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