Stochastic convex programming: Kuhn-Tucker conditions
- 31 December 1975
- journal article
- Published by Elsevier BV in Journal of Mathematical Economics
- Vol. 2 (3), 349-370
- https://doi.org/10.1016/0304-4068(75)90003-8
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Stochastic convex programming: basic dualityPacific Journal of Mathematics, 1976
- Necessary Conditions for Continuous Parameter Stochastic Optimization ProblemsSIAM Journal on Control, 1972
- Integrals which are convex functionals. IIPacific Journal of Mathematics, 1971
- Extension of Fenchel’ duality theorem for convex functionsDuke Mathematical Journal, 1966
- Discrete Dynamic ProgrammingThe Annals of Mathematical Statistics, 1962