Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems

A. Jourani, Francisco J. Silva. Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems. SIAM Journal on Optimization, 30(1):319-348, 2020. [doi]