Epiconvergence of relaxed stochastic optimization problems

DOI10.1016/J.ORL.2019.09.014MaRDI QIDQ2294379zbMATH OpenOpenAlexFDO

Authors Vincent Leclère

Publication date 10 February 2020

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2019.09.014

zbMATH Keywords

dynamic programmingepiconvergencelinear decision rulesstochastic optimization

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Stochastic programming (90C15) Programming in abstract spaces (90C48)

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Cited in

(3)

• Sequential characterization of statistical epi-convergence
• Epi‐consistency of convex stochastic programs
• Optimality conditions for convex stochastic optimization problems in Banach spaces with almost sure state constraints

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