Conditions Nécessaires d’Optimalité pour un Programme Stochastique avec Recours

DOI10.1137/0316020MaRDI QIDQ4160280zbMATH OpenOpenAlexFDO

Authors Jean-Baptiste Hiriart-Urruty

Publication date 1978

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0316020

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic programming (90C15)

Cited in

(7)

• scientific article; zbMATH DE number 3641202 (Why is no real title available?)
• Deterministic and stochastic optimization problems of bolza type in discrete time
• On optimality conditions for some nonsmooth optimization problems over L^p spaces
• Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
• Necessary optimality conditions for two-stage stochastic programming problems
• Local convex analysis
• Exact penalty functions in single-stage stochastic programming¹

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