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A note on the differentiability in two-stage stochastic nonlinear programming problems. (English) Zbl 0654.90062
The differentiability of the objective function in two-stage stochastic nonlinear programming problems is investigated. Sufficient conditions are presented which assure that the form of the gradient can be derived from the supergradient in the corresponding (deterministic) parametric optimization problem.
Reviewer: J.Pinter

MSC:
90C15 Stochastic programming
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References:
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