Necessary First-Order and Second-Order Optimality Conditions in Discrete-Time Stochastic Systems.

Nazim I. Mahmudov

Published in: J. Optim. Theory Appl. (2019)

Keyphrases

optimality conditions
stochastic systems
higher order
constraint qualification
karush kuhn tucker
nonlinear programming
lower level
stochastic models
confidence intervals
sample size
convergence analysis
markov chain
higher level
high level
stationary points
probabilistic model
low level
pairwise