Lagrange Multipliers in Stochastic Programming
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Publication:4006685
DOI10.1137/0330001zbMATH Open0756.90070OpenAlexW1986164898MaRDI QIDQ4006685FDOQ4006685
Authors: Sjur Didrik Flåm 
Publication date: 26 September 1992
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0330001
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Cited In (13)
- Locally compactly Lipschitzian mappings in infinite dimensional programming
- Ergodicity and first passage probability of regime-switching geometric Brownian motions
- Corrigendum: Lagrange Multipliers in Stochastic Programming
- Extremum conditions for a multistep stochastic programming problem with smooth constraints
- Stability in multistage stochastic programming
- Variational formula for the stability of regime-switching diffusion processes
- A generalized karush-kuhn-tucki optimality condition without constraint qualification using tl approximate subdifferential
- Projection and discretization methods in stochastic programming
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- A Fritz John optimality condition using the approximate subdifferential
- Strong convergence of expected-projection methods in hilbert spaces
- Optimal growth models and the Lagrange multiplier
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