scientific article; zbMATH DE number 1779292

zbMATH Open1010.90052MaRDI QIDQ4544329FDOQ4544329

Authors: Igor V. Evstigneev, Sjur Didrik Flåm 

Publication date: 4 September 2002

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic optimizationconvex dualitybiting lemmastochastic Lagrange multipliersbounded sets in \(L^1\)constraints in \(L_\infty\)Gale's economic model

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (2)

• Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers
• Duality and optimality conditions in stochastic optimization and mathematical finance

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