Extremum conditions for a multistep stochastic programming problem with smooth constraints

DOI10.1007/BF01072175zbMath0573.90073MaRDI QIDQ3691425

N. N. Bordunov

Publication date: 1984

Published in: Cybernetics (Search for Journal in Brave)

zbMATH Keywords

optimality conditionssmooth constraintsexistence of a system of conjugate variablesmultistep stochastic programmingprobabilistic discrete Pontryagin maximum principle

Mathematics Subject Classification ID

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

Related Items (1)

Microcanonical analysis of the random energy model in a random magnetic field

Cites Work

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• Measurable dependence of convex sets and functions on parameters
• Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility

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