Methods of finding optimal submeasures (characterization of solutions)

DOI10.1007/BF01074928zbMath0686.90031OpenAlexW2028001145MaRDI QIDQ4205238

A. D. Gajvoronskij, Yury M. Ermoliev

Publication date: 1987

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01074928

zbMATH Keywords

measuresnumerical methodsmoment problemsstatisticsfinite population samplingoptimal experiment designBorel field

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Programming in abstract spaces (90C48) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Polyhedral coherent risk measures and investment portfolio optimization

Cites Work

• Optimal constrained selection of a measurable subset
• Optimum Designs in Regression Problems
• Stochastic Optimization Problems with Incomplete Information on Distribution Functions
• Monotone processes of convex and concave type
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