Existence of measurable optima in stochastic nonlinear programming and control

DOI10.1007/BF01442558MaRDI QIDQ1131952zbMATH OpenOpenAlexFDO

Authors Heinz W. Engl

Publication date 1979

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01442558

zbMATH Keywords

existence of measurable optimameasurabilitynonlinear stochastic optimizationparametric programmingstochastic controlstochastic linear programming

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Stochastic programming (90C15) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Optimal stochastic control (93E20)

Cites work

• A general stochastic fixed-point theorem for continuous random operators on stochastic domains
• A random fixed point theorem for a multivalued contraction mapping
• A selection theorem for optimization problems
• Fixed point theorems in probabilistic analysis
• scientific article; zbMATH DE number 3497598 (Why is no real title available?)
• scientific article; zbMATH DE number 3603900 (Why is no real title available?)
• scientific article; zbMATH DE number 3795121 (Why is no real title available?)
• Measurable relations
• Random fixed point theorems for multivalued mappings
• Some random fixed point theorems for strict contractions and nonexpansive mappings

Cited in

(3)

• Generalized inverses of random linear operators in Banach spaces
• Convergence of approximate solutions of nonlinear random operator equations with non-unique solutions
• scientific article; zbMATH DE number 4041633 (Why is no real title available?)

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