Necessary and sufficient optimality conditions for two-stage stochastic programming problems
Kybernetika, Tome 25 (1989) no. 5, pp. 375-385 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 90C15, 90C30
@article{KYB_1989_25_5_a3,
     author = {Ka\v{n}kov\'a, Vlasta},
     title = {Necessary and sufficient optimality conditions for two-stage stochastic programming problems},
     journal = {Kybernetika},
     pages = {375--385},
     year = {1989},
     volume = {25},
     number = {5},
     mrnumber = {1024712},
     zbl = {0708.90062},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1989_25_5_a3/}
}
TY  - JOUR
AU  - Kaňková, Vlasta
TI  - Necessary and sufficient optimality conditions for two-stage stochastic programming problems
JO  - Kybernetika
PY  - 1989
SP  - 375
EP  - 385
VL  - 25
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/KYB_1989_25_5_a3/
LA  - en
ID  - KYB_1989_25_5_a3
ER  - 
%0 Journal Article
%A Kaňková, Vlasta
%T Necessary and sufficient optimality conditions for two-stage stochastic programming problems
%J Kybernetika
%D 1989
%P 375-385
%V 25
%N 5
%U http://geodesic.mathdoc.fr/item/KYB_1989_25_5_a3/
%G en
%F KYB_1989_25_5_a3
Kaňková, Vlasta. Necessary and sufficient optimality conditions for two-stage stochastic programming problems. Kybernetika, Tome 25 (1989) no. 5, pp. 375-385. http://geodesic.mathdoc.fr/item/KYB_1989_25_5_a3/

[1] P. Kall: Stochastic Linear Programming. Springer-Verlag, Berlin--Heidelberg--New York 1976. | MR | Zbl

[2] V. Kaňková: Differentiability of the optimalized function in a two-stage stochastic nonlinear programming problem. Ekonomicko-matematický obzor 14 (1978), 3, 322-330. In Czech. | MR

[3] V. Kaňková: An approximative solution of a stochastic optimization problem. In: Trans. of the Eighth Prague Conference, Academia, Prague 1978, pp. 327-332. | MR

[4] V. Kaňková: Approximative solution of problems of two-stage stochastic nonlinear programming. Ekonomicko-matematický obzor 16 (1980), 1, 64-76. In Czech. | MR

[5] V. Kaňková: A note on the differentiability in two-stage stochastic nonlinear programming problems. Kybernetika 24 (1988), 3, 207-215. | MR

[6] S. Karlin: Mathematical Methods and Theory in Games, Programming, and Economics. Pergamon Press, London--Paris 1959.

[7] В. Н. Пшеничный: Ю. М. Данилин: Численные методы в экстремальных задачах. Наука, Москва 1975. | Zbl

[8] В. Н. Пшеничный: Необоходимые условия экстремума. Наука, Москва 1982. | Zbl

[9] R. T. Rockafellar: Convex Analysis. Princeton Press, New Jersey 1970. | MR | Zbl

[10] R. T. Rockafellar, R. J.-B. Wets: Stochastic convex programming: basic duality. Pacific J. Math. 62 (1976), 173-195. | MR | Zbl

[11] R. T. Rockafellar, R. J.-B. Wets: The optimal recourse problem in discrete time: $L^1$-multiplies for inequality constraints. SIAM J. Control Optim. 16 (1978), 1, 16-36. | MR | Zbl

[12] S. Vogel: Necessary optimality conditions for two-stage stochastic programming problems. Optimization 16 (1985), 4, 607-616. | MR | Zbl