MEASURES AS LAGRANGE MULTIPLIERS IN MULTISTAGE STOCHASTIC PROGRAMMING

被引：15

作者：

ROCKAFELLAR, RT ^{[1
]}

WETS, RJB ^{[1
]}

机构：

[1] UNIV WASHINGTON,DEPT MATH,SEATTLE,WA 98195

来源：

关键词：

D O I：

10.1016/0022-247X(77)90020-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：301 / 313

页数：13

共 23 条

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[2] EISNER M, 1976, STOCHASTIC PROGRAMMI
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SODEN, JV
[J]. MANAGEMENT SCIENCE SERIES A-THEORY, 1971, 17 (05): : 337 - 353
[4] GARTSKA SJ, 1974, MATH PROGRAM, V7, P117
[5] OLSEN PE, IN PRESS
[6] Rockafellar R.T., 1975, J MATH ECON, P349
[7] CONTINUOUS VERSUS MEASURABLE RECOURSE IN N-STAGE STOCHASTIC PROGRAMMING
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WETS, RJB
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1974, 48 (03) : 836 - 859
[8] STOCHASTIC CONVEX PROGRAMMING - BASIC DUALITY
ROCKAFELLAR, RT
WETS, RJB
[J]. PACIFIC JOURNAL OF MATHEMATICS, 1976, 62 (01) : 173 - 195
[9] STOCHASTIC CONVEX PROGRAMMING - SINGULAR MULTIPLIERS AND EXTENDED DUALITY SINGULAR MULTIPLIERS AND DUALITY
ROCKAFELLAR, RT
WETS, RJB
[J]. PACIFIC JOURNAL OF MATHEMATICS, 1976, 62 (02) : 507 - 522
[10] STOCHASTIC CONVEX PROGRAMMING - RELATIVELY COMPLETE RECOURSE AND INDUCED FEASIBILITY
ROCKAFELLAR, RT
WETS, RJB
[J]. SIAM JOURNAL ON CONTROL, 1976, 14 (03): : 574 - 589