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Pacific Journal of Mathematics

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

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

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

Primary Subjects: 90C15

Full-text: Open access

Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.pjm/1102867735
Zentralblatt MATH identifier: 0346.90057
Mathematical Reviews number (MathSciNet): MR0489880

References

[1] A. Ya. Dubovitskii and A. A. Miliutin, Necessary conditions for a weak extremum in problems of optimal control with mixed constraints of inequality type, Zh. Vychisl. Mat. i Mat. Fys., 8 (1968), 725-779. (See also USSR Comp. Math, and Math. Phys., 8 (1968).)
Mathematical Reviews (MathSciNet): MR38:5089
[2] A. D. Ioffe and V. I. Levin, Subdifferentials of convex functions, Trudy Mosk. Mat. Ob., (1972). (See also Transactions Moscow Math. Soc. (1972).)
Mathematical Reviews (MathSciNet): MR51:8817
[3] R. T. Rockafellar and R. J.-B. Wets, Stochastic convex programming: basic duality, Pacific J. Math., 62 (1976).
Mathematical Reviews (MathSciNet): MR54:4652
Zentralblatt MATH: 0339.90048
[4] R. T. Rockafellar, Conjugate Duality and Optimization, SIAM/CBMS lecture note series no. 16, 1974.
Mathematical Reviews (MathSciNet): MR51:9811
Zentralblatt MATH: 0296.90036
[5] R. T. Rockafellar and R. J.-B. Wets, Stochastic convex programming: Kuhn-Tucker conditions, J. Math. Econ., 2 (1975), 349-370.
Mathematical Reviews (MathSciNet): MR53:2364
Zentralblatt MATH: 0343.90039
[6] R. T. Rockafellar and R. J.-B. Wets, Stochastic convex programming: induced constraints, SIAM J. Control Opt., 14 (1976).
Mathematical Reviews (MathSciNet): MR53:12586
Zentralblatt MATH: 0346.90058
[7] R. T. Rockafellar, Integrals which are convex functionals II, Pacific J. Math., 39 (1971), 143-148.
Mathematical Reviews (MathSciNet): MR46:9710
Zentralblatt MATH: 0324.90061
[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.
Mathematical Reviews (MathSciNet): MR53:11450
Zentralblatt MATH: 0322.46053
[9] R. T. Rockafellar, State constraints in convex problems of Bolza, SIAM J. Control, 10 (1972), 691-715.
Mathematical Reviews (MathSciNet): MR48:2857
Zentralblatt MATH: 0224.49003

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