Measurability theorems for stochastic extremals

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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
The title of a journal, publication series:	None
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
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.

BASE: Kall, Peter ; Oettli, Werner

Google Scholar: Kall, Peter ; Oettli, Werner

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