Lagrange Multipliers in Stochastic Programming (Q4006685)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lagrange Multipliers in Stochastic Programming |
scientific article |
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Lagrange Multipliers in Stochastic Programming (English)
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26 September 1992
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nonsmooth analysis
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finite horizon stochastic programs
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locally optimal solutions
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Lagrange multipliers
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Kuhn-Tucker conditions
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constraint qualifications
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