Stochastic Optimization Problems with Incomplete Information on Distribution Functions
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Publication:3701317
DOI10.1137/0323044zbMath0578.93069OpenAlexW1991890515MaRDI QIDQ3701317
Alexei A. Gaivoronski, Cvetana H. Nedeva, Yury M. Ermoliev
Publication date: 1985
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://pure.iiasa.ac.at/id/eprint/2199/1/WP-83-113.pdf
stochastic optimizationminimax problemsduality theoryincomplete information on distribution functions
Stochastic programming (90C15) Optimal stochastic control (93E20) Existence of solutions for minimax problems (49J35) Duality theory (optimization) (49N15)
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