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Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints - MaRDI portal

Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (Q5158765)

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scientific article; zbMATH DE number 7414057
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Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints
scientific article; zbMATH DE number 7414057

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    Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (English)
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    26 October 2021
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    stochastic optimization problems in abstract spaces
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    convex stochastic optimization
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    optimality conditions
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    two-stage stochastic optimization
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    regular Lagrange multipliers
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    duality
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