Publication:3541983

zbMath1164.90022MaRDI QIDQ3541983

Ruszczyński, Andrzej, Dentcheva, Darinka

Publication date: 27 November 2008

zbMATH Keywords

utility; stochastic programming; stochastic control; stochastic orders; risk

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

90C15: Stochastic programming

93E20: Optimal stochastic control

90C48: Programming in abstract spaces

90C34: Semi-infinite programming

46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics

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