Lagrange Multipliers in Stochastic Programming

DOI10.1137/0330001zbMath0756.90070OpenAlexW1986164898MaRDI QIDQ4006685

Sjur Didrik Flåm

Publication date: 26 September 1992

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0330001

zbMATH Keywords

Lagrange multipliersnonsmooth analysisconstraint qualificationsKuhn-Tucker conditionslocally optimal solutionsfinite horizon stochastic programs

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimality conditions for problems involving randomness (49K45)

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