Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming

DOI10.1007/978-3-031-00832-0_5zbMath1527.49012arXiv2102.06677OpenAlexW3131084517MaRDI QIDQ6360480

Maksim V. Dolgopolik

Publication date: 12 February 2021

Full work available at URL: https://doi.org/10.1007/978-3-031-00832-0_5

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Stochastic programming (90C15)

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