A finite-dimensional approach to infinite-dimensional constraints in stochastic programming duality

MaRDI QIDQ2752034zbMATH OpenFDO

Authors Lisa A. Korf

Publication date 14 May 2002

zbMATH Keywords

Lagrange multipliersdualitycalmnessstochastic programs

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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Cited in

(5)

• Stochastic programs without duality gaps
• Duality gaps in stochastic integer programming
• A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
• Duality relations and optimality conditions in linear stochastic programming
• The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization

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