Minimizing a stochastic convex function subject to stochastic constraints and some applications (Q2229571)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing a stochastic convex function subject to stochastic constraints and some applications |
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Minimizing a stochastic convex function subject to stochastic constraints and some applications (English)
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18 February 2021
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stochastic constrained minimization
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minimizing a stochastic convex function
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quadratic function with random coefficients
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clearing process
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constrained portfolio optimization
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Neyman-Pearson lemma
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