Existence of measurable optima in stochastic nonlinear programming and control

DOI10.1007/BF01442558zbMath0418.90067OpenAlexW2044410491MaRDI QIDQ1131952

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

parametric programmingstochastic controlmeasurabilitystochastic linear programmingexistence of measurable optimanonlinear stochastic optimization

Mathematics Subject Classification ID

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

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