Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers

DOI10.1007/S001860100148zbMath1031.90018OpenAlexW2141359959MaRDI QIDQ1397009

Igor V. Evstigneev, Michael I. Taksar

Publication date: 16 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860100148

zbMATH Keywords

stochastic optimizationLagrange multiplier

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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