Stochastic convex programming: basic duality.
R. T. Rockafellar and R. J.-B. Wets
Source: Pacific J. Math. Volume 62, Number 1 (1976), 173-195.
Primary Subjects: 90C15
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.pjm/1102867873
Zentralblatt MATH identifier:
0339.90048
Mathematical Reviews number (MathSciNet):
MR0416582
References
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Mathematical Reviews (MathSciNet):
MR31:2361
Zentralblatt MATH:
0141.11801
[2] M. Eisner and P. Olsen, Duality for Stochastic Programming interpreted as L.P. in Lp Space, Technical Report n 201, Cornell University, Dept. Operations Research (1973).
Zentralblatt MATH:
0276.90043
[3] S. Gartska, A Remark pertaining to Duality in Stochastic Programming with Recourse, Z. fur Wahrscheinlichkeitstheorie ver. Gebiete (to appear).
[4] P. Kail, Some remarks on the distribution problem of stochastic linear programming, Operations Research Verfahren, 16 (1972), 189-196.
Zentralblatt MATH:
0297.90059
[5] A. Madansky, Dual variables in two-stage linear programming under uncertainty, J. Math. Anal. Appl., 6 (1963), 98-108.
Mathematical Reviews (MathSciNet):
MR30:4596
Zentralblatt MATH:
0124.36401
[6] P. Olsen, Measurability in Stochastic Programming, Technical Report n 196, Cornell University, Dept. Operations Research (1973).
[7] R. T. Rockafellar, Convex Analysis, Princeton University Press, 1970.
Mathematical Reviews (MathSciNet):
MR43:445
[8] R. T. Rockafellar, Conjugate Duality and Optimization, SIAM monograph series, 1974.
Mathematical Reviews (MathSciNet):
MR51:9811
Zentralblatt MATH:
0296.90036
[9] R. T. Rockafellar, Measurable dependence of convex sets and functions on parameters,J. Math. Anal. Appl., 28 (1969), 4-25.
Mathematical Reviews (MathSciNet):
MR40:288
Zentralblatt MATH:
0202.33804
[10] R. T. Rockafellar, Integrals which are convex functionals, Pacific J. Math., 24 (1968), 525-540.
Mathematical Reviews (MathSciNet):
MR38:4984
Zentralblatt MATH:
0159.43804
[11] R. T. Rockafellar, Integrals which are convex functionals, II, Pacific J. Math., 39 (1971), 439-469.
Mathematical Reviews (MathSciNet):
MR46:9710
Zentralblatt MATH:
0324.90061
[12] R. T. Rockafellar, Characterization of the subdifferentials of convex functions, Pacific J. Math., 17 (1966), 497-510.
Mathematical Reviews (MathSciNet):
MR33:1769
Zentralblatt MATH:
0145.15901
[13] R. Wets, On inf-compact mathematical programs, Proceedings 5th IFIP Conference on Optimization, Springer-Verlag (1974). To appear.
Mathematical Reviews (MathSciNet):
MR56:11019
Zentralblatt MATH:
0272.90069
[14] R. Wets, Problemes duaux en programmation stochastique, C. R. Acad. Sc. Paris, 270 (1970), 47-50.
Mathematical Reviews (MathSciNet):
MR42:8896
Zentralblatt MATH:
0194.20004
Pacific Journal of Mathematics
