Conditions Nécessaires d’Optimalité pour un Programme Stochastique avec Recours

DOI10.1137/0316020zbMATH Open0382.62072OpenAlexW1993132035MaRDI QIDQ4160280FDOQ4160280

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)

• Title not available (Why is that?)
• 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

This page was built for publication: Conditions Nécessaires d’Optimalité pour un Programme Stochastique avec Recours

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4160280)