Minimization interchange theorem on posets

DOI10.1016/j.jmaa.2021.125927zbMath1484.90052arXiv2107.05903OpenAlexW4206843207WikidataQ115188932 ScholiaQ115188932MaRDI QIDQ2069768

Michel De Lara, Benoît Tran, Jean-Philippe Chancelier

Publication date: 21 January 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.05903

zbMATH Keywords

optimizationposetsminimization interchange theorems

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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• Necessary and sufficient conditions for the interchange between infimum and the symbol of integration
• Interchangeability principle and dynamic equations in risk averse stochastic programming
• Martingale characterizations of risk-averse stochastic optimization problems
• Idempotent Expansions for Continuous-Time Stochastic Control
• Lectures on Stochastic Programming
• 1. From A Monotone Probabilistic Scheme To A Probabilistic Max-Plus Algorithm For Solving Hamilton–Jacobi–Bellman Equations
• Continuous Lattices and Domains

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