A decision process over variables and their number: Two-phase optimality conditions
From MaRDI portal
Publication:792227
DOI10.1016/0377-2217(84)90109-7zbMATH Open0536.90090OpenAlexW2079155874MaRDI QIDQ792227FDOQ792227
- Optimality conditions for discrete calculus of variations problems
- Optimality conditions in discrete optimization problems
- Second order optimality conditions for the \(L_ 1\)-minimization problem
- scientific article; zbMATH DE number 4017724
- Second order necessary optimality conditions for minimizing a sup-type function
- scientific article; zbMATH DE number 3196618 (Why is no real title available?)
- A Stochastic, Multistage, Multiproduct Investment Model
- An approach to nonlinear programming
- Concerning the Solution Vector for Parametric Programming Problems
- Convergence Conditions for Nonlinear Programming Algorithms
- Economic Lot Size Determination in Multi-Stage Assembly Systems
- On Stochastic Linear Programming
- On the Cash Balance Problem
- On the Continuity of the Optimal Policy Set for Linear Programs
- Optimal Control of Time-Varying Queuing Systems
- Optimal Inventory Policy with Subadditive Ordering Costs and Stochastic Demands
- Optimal Operating Policies for the Finite-Source Queuing Process
- Shortest Route Methods for Finite State Space Deterministic Dynamic Programming Problems
- Stability in Nonlinear Programming
- Stochastic Prices in a Single-Item Inventory Purchasing Model
- The Optimum Repair Limit Replacement Policies
This page was built for publication: A decision process over variables and their number: Two-phase optimality conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q792227)
