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Lagrange Multipliers in Stochastic Programming
SIAM Journal on Control and Optimization, 1992Finite horizon stochastic programs typically come in the following general form: (P1) minimize the overall expected cost \(Ef(w,x_ 1(w),\dots,x_ T(w))\) by making, sequentially, at each state \(w\) of the world. The purpose of this paper is to characterize locally optimal solutions to problem (P1) in terms of the so-called Lagrange multipliers or Kuhn-
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Bounded sets of Lagrange multipliers for vector optimization problems in infinite dimension
Journal of Mathematical Analysis and Applications, 2008Joydeep Dutta, Marius Durea
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Optimal Sizing of Photovoltaic Generation in Radial Distribution Systems Using Lagrange Multipliers
Energies, 2019José Adriano Costa +2 more
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Normality and uniqueness of Lagrange multipliers
Discrete and Continuous Dynamical Systems, 2018Javier F Rosenblueth
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