On the interchange of subdifferentiation and conditional expectation for convex functionals (Q3948200): Difference between revisions
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Property / cites work: Intégrales convexes et probabilités / rank | |||
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Property / cites work: Regular Conditional Expectations of Correspondences / rank | |||
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Property / cites work: Convex Analysis / rank | |||
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Property / cites work: Integrals which are convex functionals. II / rank | |||
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Property / cites work: Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility / rank | |||
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Property / cites work: Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming / rank | |||
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Latest revision as of 16:01, 13 June 2024
scientific article
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English | On the interchange of subdifferentiation and conditional expectation for convex functionals |
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On the interchange of subdifferentiation and conditional expectation for convex functionals (English)
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1982
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conditional expectation
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subdifferentiation
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normal convex integrand
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effective domain multifunction
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convex stochastic optimization problems
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