Conditions Nécessaires d’Optimalité pour un Programme Stochastique avec Recours

DOI10.1137/0316020zbMath0382.62072OpenAlexW1993132035MaRDI QIDQ4160280

Jean-Baptiste Hiriart-Urruty

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1137/0316020

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic approximation (62L20)

Related Items (7)

Necessary optimality conditions for two-stage stochastic programming problems ⋮ Exact penalty functions in single-stage stochastic programming¹ ⋮ On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces ⋮ Unnamed Item ⋮ Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming ⋮ Deterministic and stochastic optimization problems of bolza type in discrete time ⋮ Local convex analysis

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