| Title:
|
Necessary and sufficient optimality conditions for two-stage stochastic programming problems (English) |
| Author:
|
Kaňková, Vlasta |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
25 |
| Issue:
|
5 |
| Year:
|
1989 |
| Pages:
|
375-385 |
| . |
| Category:
|
math |
| . |
| MSC:
|
90C15 |
| MSC:
|
90C30 |
| idZBL:
|
Zbl 0708.90062 |
| idMR:
|
MR1024712 |
| . |
| Date available:
|
2009-09-24T18:13:27Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124334 |
| . |
| Reference:
|
[1] P. Kall: Stochastic Linear Programming.Springer-Verlag, Berlin--Heidelberg--New York 1976. Zbl 0317.90042, MR 0446504 |
| Reference:
|
[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 0514885 |
| Reference:
|
[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 0536792 |
| Reference:
|
[4] V. Kaňková: Approximative solution of problems of two-stage stochastic nonlinear programming.Ekonomicko-matematický obzor 16 (1980), 1, 64-76. In Czech. MR 0571742 |
| Reference:
|
[5] V. Kaňková: A note on the differentiability in two-stage stochastic nonlinear programming problems.Kybernetika 24 (1988), 3, 207-215. MR 0953689 |
| Reference:
|
[6] S. Karlin: Mathematical Methods and Theory in Games, Programming, and Economics.Pergamon Press, London--Paris 1959. |
| Reference:
|
[7] В. Н. Пшеничный: Ю. М. Данилин: Численные методы в экстремальных задачах.Наука, Москва 1975. Zbl 1170.01354 |
| Reference:
|
[8] В. Н. Пшеничный: Необоходимые условия экстремума.Наука, Москва 1982. Zbl 1170.01407 |
| Reference:
|
[9] R. T. Rockafellar: Convex Analysis.Princeton Press, New Jersey 1970. Zbl 0193.18401, MR 0274683 |
| Reference:
|
[10] R. T. Rockafellar, R. J.-B. Wets: Stochastic convex programming: basic duality.Pacific J. Math. 62 (1976), 173-195. Zbl 0339.90048, MR 0416582 |
| Reference:
|
[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. Zbl 0397.90078, MR 0496664 |
| Reference:
|
[12] S. Vogel: Necessary optimality conditions for two-stage stochastic programming problems.Optimization 16 (1985), 4, 607-616. Zbl 0579.90073, MR 0791369 |
| . |
