Convex Parametric Programming in Abstract Spaces
From MaRDI portal
Publication:4805779
DOI10.1080/0233193021000015659zbMath1145.90448MaRDI QIDQ4805779
Sanjo Zlobec, Masoud Asgharian
Publication date: 8 May 2003
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0233193021000015659
Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- Characterizing optimality in mathematical programming models
- Regularity and stability for the mathematical programming problem in Banach spaces
- Partly convex programming and Zermelo's navigation problems
- Semi-Infinite Programming: Theory, Methods, and Applications
- Constraint qualifications in input optimisation
- One-sided derivatives for the value function in convex parametric programming
- Stable parametric programming*
- An Extension of the Karush–Kuhn–Tucker Necessity Conditions to Infinite Programming
- Note on a Fundamental Relationship Between Admissible and Bayesian Decision Rules
- Characterizing an optimal input in perturbed convex programming
- Some recent results in parametric semi-infinite programming
- Point-to-Set Maps in Mathematical Programming
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item