Pacific Journal of Mathematics

Stochastic convex programming: singular multipliers and extended duality singular multipliers and duality.

R. T. Rockafellar and R. J.-B. Wets

Article information

Source
Pacific J. Math., Volume 62, Number 2 (1976), 507-522.

Dates
First available in Project Euclid: 8 December 2004

Permanent link to this document
https://projecteuclid.org/euclid.pjm/1102867735

Mathematical Reviews number (MathSciNet)
MR0489880

Zentralblatt MATH identifier
0346.90057

Subjects
Primary: 90C15: Stochastic programming

Citation

Rockafellar, R. T.; Wets, R. J.-B. Stochastic convex programming: singular multipliers and extended duality singular multipliers and duality. Pacific J. Math. 62 (1976), no. 2, 507--522. https://projecteuclid.org/euclid.pjm/1102867735


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References

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  • [2] A. D. Ioffe and V. I. Levin, Subdifferentials of convex functions, Trudy Mosk. Mat. Ob., (1972). (See also Transactions Moscow Math. Soc. (1972).)
  • [3] R. T. Rockafellar and R. J.-B. Wets, Stochastic convex programming: basic duality, Pacific J. Math., 62 (1976).
  • [4] R. T. Rockafellar, Conjugate Duality and Optimization, SIAM/CBMS lecture note series no. 16, 1974.
  • [5] R. T. Rockafellar and R. J.-B. Wets, Stochastic convex programming: Kuhn-Tucker conditions, J. Math. Econ., 2 (1975), 349-370.
  • [6] R. T. Rockafellar and R. J.-B. Wets, Stochastic convex programming: induced constraints, SIAM J. Control Opt., 14 (1976).
  • [7] R. T. Rockafellar, Integrals which are convex functionals II, Pacific J. Math., 39 (1971), 143-148.
  • [8] R. T. Rockafellar, Weak compactness of level sets of integral functionals, Troisieme Colloque d'Analyse Fonctionelle, H. G. Garnir (editor), Liege, 1971, 85-98.
  • [9] R. T. Rockafellar, State constraints in convex problems of Bolza, SIAM J. Control, 10 (1972), 691-715.