Duality relations and optimality conditions in linear stochastic programming

DOI10.1007/BF01068815zbMath0682.90070MaRDI QIDQ4732308

A. I. Yastremskiĭ

Publication date: 1987

Published in: Cybernetics (Search for Journal in Brave)

zbMATH Keywords

optimality conditionsmultistage stochastic programmingduality relationsoperator constraintsSlater conditionstochastic Lagrange multipliers

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Duality theory (optimization) (49N15) Optimality conditions for free problems in two or more independent variables (49K10)

Cites Work

• Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
• The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
• Sufficient conditions for extremum, penalty functions and regularity

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