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Stochastic convex programming: Kuhn-Tucker conditions

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  • Rockafellar, R. T.
  • Wets, R. J. -B.

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  • Rockafellar, R. T. & Wets, R. J. -B., 1975. "Stochastic convex programming: Kuhn-Tucker conditions," Journal of Mathematical Economics, Elsevier, vol. 2(3), pages 349-370, December.
    • Handle: RePEc:eee:mateco:v:2:y:1975:i:3:p:349-370
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    Cited by:

    1. Ankur Kulkarni & Uday Shanbhag, 2012. "Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms," Computational Optimization and Applications, Springer, vol. 51(1), pages 77-123, January.
    2. Tahvonen, Olli & Quaas, Martin F. & Voss, Rüdiger, 2018. "Harvesting selectivity and stochastic recruitment in economic models of age-structured fisheries," Journal of Environmental Economics and Management, Elsevier, vol. 92(C), pages 659-676.
    3. Huifu Xu & Fanwen Meng, 2007. "Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints," Mathematics of Operations Research, INFORMS, vol. 32(3), pages 648-668, August.
    4. Arkadii V. Kryazhimskii & Andrzej Ruszczyński, 2001. "Constraint Aggregation in Infinite-Dimensional Spaces and Applications," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 769-795, November.
    5. Palma, Nuno, 2018. "Money and modernization in early modern England," Financial History Review, Cambridge University Press, vol. 25(3), pages 231-261, December.
    6. Brusselaers, Jan & Buysse, Jeroen, 2014. "The impact of green public procurement decisions on international trade and prices of certified and conventional wood," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182979, European Association of Agricultural Economists.
    7. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé, 2019. "Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems," Economics Discussion Paper Series 1902, Economics, The University of Manchester.

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