Geometry of the expected value set and the set-valued sample mean process

DOI10.1007/s11228-017-0448-1zbMath1410.90141arXiv1708.05735OpenAlexW2964135866MaRDI QIDQ1711085

Alois Pichler

Publication date: 16 January 2019

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.05735

zbMATH Keywords

stochastic optimizationrandom setsset-valued risk measuresset-valued integration

Mathematics Subject Classification ID

Stochastic programming (90C15) Set-valued and variational analysis (49J53) Set-valued functions (26E25) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

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