Sensitivity to σ-fields of information in stochastic allocation>

DOI10.1080/17442509108833708MaRDI QIDQ3352203zbMATH OpenOpenAlexWikidataFDO

Authors Zvi Artstein

Publication date 1991

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509108833708

zbMATH Keywords

epi-convergenceoptimal solutionssolution sensitivitystochastic allocation problems

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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(3)

• Convergence of nonmonotone sequences of sub-\(\sigma\)-fields and convergence of associated subspaces \(L^p(\mathcal B_n)\) (\(p\in[1,+\infty]\))
• Decomposition of large-scale stochastic optimal control problems
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