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

zbMATH Open0984.90054MaRDI QIDQ2752034FDOQ2752034

Authors: Lisa A. Korf 

Publication date: 14 May 2002

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zbMATH Keywords

Lagrange multipliersdualitycalmnessstochastic programs

Mathematics Subject Classification ID

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

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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