zbMath0954.90028MaRDI QIDQ4718944
Zhiping Chen, Yong Gao
Publication date: 4 January 2000
zbMATH Keywords
stochastic programming; random process; set-valued supermartingale; optimal solution set processes; optimal value process; real-valued supermartingale
Mathematics Subject Classification ID
90C15: Stochastic programming
60G44: Martingales with continuous parameter