Skip to main content
Log in

Optimality conditions in stochastic programming

  • Published:
Cybernetics Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature Cited

  1. Yu. M. Ermol'ev, Methods of Stochastic Programming [in Russian], Nauka, Moscow (1976).

    Google Scholar 

  2. D. B. Yudin, “New approaches to stochastic programming,” Ekon. Mat. Met.,4, No. 6, 907–919 (1968).

    Google Scholar 

  3. E. G. Gol'shtein, Duality Theory in Mathematical Programming and Its Applications [in Russian], Nauka, Moscow (1971).

    Google Scholar 

  4. B. N. Pshenichnyi, Necessary Conditions for an Extremum [in Russian], Nauka, Moscow (1969).

    Google Scholar 

  5. A. I. Yastremskii, “Duality in two-stage stochastic programming and a stochastic linear production model,” Kibernetika, No. 2, 141–145 (1975).

    Google Scholar 

Download references

Authors

Additional information

Translated from Kibernetika, No. 1, pp. 136–139, January–February, 1980.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Yastremskii, A.I. Optimality conditions in stochastic programming. Cybern Syst Anal 16, 154–158 (1980). https://doi.org/10.1007/BF01099379

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01099379

Keywords

Navigation