Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints
From MaRDI portal
Publication:5158765
DOI10.1137/20M1363558zbMath1484.90055arXiv2009.04168MaRDI QIDQ5158765
Winnifried Wollner, Caroline Geiersbach
Publication date: 26 October 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.04168
optimality conditionsdualityconvex stochastic optimizationregular Lagrange multiplierstwo-stage stochastic optimizationstochastic optimization problems in abstract spaces
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