A class of stochastic optimization problems with application to selective data editing

DOI10.1080/02331934.2010.511670zbMath1236.90085OpenAlexW2121127376MaRDI QIDQ3225084

Margarita González, Pedro Revilla, Ignacio Arbués

Publication date: 15 March 2012

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2010.511670

zbMATH Keywords

stochastic programmingscore functionoptimization in Banach spacesselective editing

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

Cites Work

• On the expected optimal value and the optimal expected value
• On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
• The Price of Robustness
• Lectures on Stochastic Programming
• Variational Analysis
• Analysis of Sample-Path Optimization

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