Stochastic convex programming: Kuhn-Tucker conditions

DOI10.1016/0304-4068(75)90003-8zbMath0343.90039OpenAlexW2059215370MaRDI QIDQ1232360

R. Tyrrell Rockafellar, Roger J.-B. Wets

Publication date: 1975

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(75)90003-8

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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Cites Work

• Stochastic convex programming: basic duality
• Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality
• Extension of Fenchel's duality theorem for convex functions
• Ordinary convex programs without a duality gap
• Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
• Discrete Dynamic Programming
• Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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