Minimization of stochastic functionals and random variational inequalities

DOI10.1080/17442509808834160zbMath0914.60030OpenAlexW2091203816MaRDI QIDQ4393943

S. A. El Sanousi

Publication date: 10 June 1999

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834160

zbMATH Keywords

Itô integralconvex functionsstochastic functionalsrandom variational inequalities

Mathematics Subject Classification ID

Variational inequalities (49J40) Random operators and equations (aspects of stochastic analysis) (60H25) Inequalities and extremum problems involving convexity in convex geometry (52A40) Stochastic integrals (60H05) Existence of optimal solutions to problems involving randomness (49J55)

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