Accession Number : AD0710307

Title :   NECESSARY CONDITIONS FOR DISCRETE PARAMETER STOCHASTIC OPTIMIZATION PROBLEMS,

Corporate Author : BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s) : Kushner,Harold J.

Report Date : AUG 1970

Pagination or Media Count : 42

Abstract : Necessary conditions for optimality in the form of Kuhn-Tucker conditions or Lagrange multiplier rules are well-developed for very general deterministic discrete and continuous parameter problems, and much of the recent work depends heavily on abstractions of the well-known geometric methods of non-linear programming. In this paper, some of the recent developments are applied in abstract programming to obtain necessary conditions for (local) optimality for several discrete parameter optimization problems. The results are typical of the possibilities and do not exhaust them. (Author)

Descriptors :   (*MATHEMATICAL PROGRAMMING, *STOCHASTIC PROCESSES), CONTROL SYSTEMS, NONLINEAR PROGRAMMING, DYNAMIC PROGRAMMING, BANACH SPACE, CONVEX SETS, OPTIMIZATION, THEOREMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE