The existence of random solutions to random optimization problems

DOI10.1515/ROSE-2024-2003arXiv2005.06233OpenAlexW3024868030MaRDI QIDQ6340600FDOQ6340600

Authors: Ta Ngoc Anh, Dao Khac Huan 

Publication date: 13 May 2020

Abstract: In this paper we study random optimization problems where random functions are investigated in sample paths. Some sufficient conditions ensuring the existence of random solutions to random optimization problems are proposed.

Full work available at URL: https://doi.org/10.1515/rose-2024-2003

Mathematics Subject Classification ID

Stochastic programming (90C15) Random nonlinear operators (47H40) Random operators and equations (aspects of stochastic analysis) (60H25)

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