Optimization of Quasi-convex Function over Product Measure Sets

DOI10.1137/19M1275322zbMath1469.46004arXiv1907.07934OpenAlexW3127692286MaRDI QIDQ5147035

Jérôme Stenger, Merlin Keller, Fabrice Gamboa

Publication date: 2 February 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.07934

zbMATH Keywords

optimizationlower semicontinuityproduct spacequasi convexitymeasure spaceBauer maximum principle

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Inequalities and extremum problems involving convexity in convex geometry (52A40) Spaces of measures (46E27) Convex sets in topological linear spaces; Choquet theory (46A55) Probability theory on linear topological spaces (60B11)

Related Items (1)

Global Sensitivity Analysis and Wasserstein Spaces

Uses Software

• ismev

Cites Work

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