A class Of stochastic optimization problems with application to selective data editing

DOI10.1080/02331934.2010.511670MaRDI QIDQ3225084zbMATH OpenOpenAlexFDO

Authors Ignacio Arbués, Margarita González, Pedro Revilla

Publication date 15 March 2012

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2010.511670

zbMATH Keywords

score functionstochastic programmingoptimization in Banach spacesselective editing

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Applications of mathematical programming (90C90) Stochastic programming (90C15)

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Cites work

• Analysis of Sample-Path Optimization
• Lectures on Stochastic Programming
• On the expected optimal value and the optimal expected value
• On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
• The Price of Robustness
• Variational Analysis

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