On the expected optimal value and the optimal expected value

DOI10.1016/j.amc.2005.12.017zbMath1110.90071OpenAlexW2049129411MaRDI QIDQ850268

N. E. Zubov

Publication date: 15 November 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.12.017

zbMATH Keywords

uncertaintyprobabilityexpected valuerandom variableoptimal point

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (2)

A class of stochastic optimization problems with application to selective data editing ⋮ A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation

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