A Note on the Method of Lagrange Multipliers with Random Variables
| Year of publication: |
2019
|
|---|---|
| Authors: | Kerr, Steven |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Theorie | Theory | Mathematik | Mathematics |
| Description of contents: |
I examine a simple optimisation problem to illustrate how to apply the method of Lagrange multipliers to optimisation problems involving random variables
|
freely available
| Extent: | 1 Online-Ressource (4 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 19, 2019 erstellt |
| Other identifiers: | 10.2139/ssrn.2883305 [DOI] |
| Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014123878