Abstract
For simplification we again suppose that R = {1,2,...,r} is finite. Define 1r = (1,1,...,1)1 ∈ ℝr, α = (α1,α2,..,αr)1 and let B = (βij) denote an r×r matrix.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1988 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Marti, K. (1988). Existence of solutions of the SD-conditions (3.1)–(3.5), (12.1)–(12.5), resp.; Representation of stationary points. In: Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs. Lecture Notes in Economics and Mathematical Systems, vol 299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02558-1_7
Download citation
DOI: https://doi.org/10.1007/978-3-662-02558-1_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-18778-3
Online ISBN: 978-3-662-02558-1
eBook Packages: Springer Book Archive