| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1080/17442508308833276 |
| Deterministic and stochastic optimization problems of bolza type in discrete time. | |
| Rockafellar RT; Wets R | |
| 发表日期 | 1983 |
| 出处 | Stochastics 10 (3-4): 273-312 |
| 出版年 | 1983 |
| 语种 | 英语 |
| 摘要 | In this paper we consider deterministic and stochastic versions of discrete time analogs of optimization problems of the Bolza type. The functionals are assumed to be convex, but we make no differentiability assumptions and allow for the explicit or implicit presence of constraints both on the state xt and the increments△x t. The deterministic theory serves to set the stage for the stochastic problem. We obtain optimality conditions that are always sufficient and which are also necessary if the given problem satisfies a strict feasibility condition and, in the stochastic case, a bounded recourse condition. This is a new condition that bypasses the uniform boundedness restrictions encountered in earlier work on related problems. |
| 主题 | System and Decision Sciences - Core (SDS) |
| URL | http://pure.iiasa.ac.at/id/eprint/13950/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/126840 |
| 推荐引用方式 GB/T 7714 | Rockafellar RT,Wets R. Deterministic and stochastic optimization problems of bolza type in discrete time.. 1983. |
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