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Stochastic programming duality:∞multipliers for unbounded constraints with an application to mathematical finance

✍ Scribed by Lisa A. Korf

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Set-valued duality theory for multiple o

✍ Frank Heyde; Andreas Löhne; Christiane Tammer 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 251 KB

Optimality Conditions for Disjunctive Pr

✍ Flegel, Michael L. ;Kanzow, Christian ;Outrata, Jiří V. 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 505 KB

Convergence theory for nonconvex stochas

✍ Fabian Bastin; Cinzia Cirillo; Philippe L. Toint 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 320 KB