scientific article; zbMATH DE number 1779292

MaRDI QIDQ4544329zbMATH OpenFDO

Authors Igor V. Evstigneev, Sjur Didrik Flåm

Publication date 4 September 2002

zbMATH Keywords

biting lemmabounded sets in \(L^1\)constraints in \(L_\infty\)convex dualityGale's economic modelstochastic Lagrange multipliersstochastic optimization

Mathematics Subject Classification ID

Stochastic programming (90C15)

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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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