Measurability theorems for stochastic extremals


Kall, Peter ; Oettli, Werner


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URL: http://ub-madoc.bib.uni-mannheim.de/1834
URN: urn:nbn:de:bsz:180-madoc-18349
Document Type: Working paper
Year of publication: 1973
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Mathematik und Informatik
MADOC publication series: Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject: 510 Mathematics
Classification: MSC: 90C15 90C25 60B05 90C30 ,
Subject headings (SWD): Stochastische Optimierung , Konvexe Optimierung , Nichtlineare Optimierung
Abstract: Measurability of the optimal value is proved for a rather general class of parametric optimization problems. The class considered includes in particular the stochastic convex programs. The measurability of the optimal solutions is discussed for a special case.
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Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.




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Kall, Peter ; Oettli, Werner (1973) Measurability theorems for stochastic extremals. Open Access [Working paper]
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