Necessary optimality conditions for two-stage stochastic programming problems

DOI10.1080/02331938508843056zbMath0579.90073OpenAlexW2035605869MaRDI QIDQ3703657

Silvia Vogel

Publication date: 1985

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938508843056

zbMATH Keywords

necessary optimality conditionsconstraint qualificationgeneralized gradientstwo-stage stochastic programminglocally Lipschitz cost functions

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimality conditions (49K99)

Related Items (3)

On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces ⋮ Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Generalized gradients of Lipschitz functionals
• Conditions Nécessaires d’Optimalité pour un Programme Stochastique avec Recours
• Gradients Généralisés de Fonctions Marginales
• The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
• A New Approach to Lagrange Multipliers
• Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces
• Stochastic non-linear programming

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