Randomization in robustness, estimation, and optimization

DOI10.1007/978-3-030-04630-9_5zbMath1415.93093OpenAlexW2903829573MaRDI QIDQ2417677

P. S. Shcherbakov, Boris T. Polyak

Publication date: 12 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-04630-9_5

zbMATH Keywords

uncertaintyestimationrandomization in optimizationrobustness randomization

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)

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