Relaxations of stochastic constraints in the class of finitely additive probabilities
type: Item
instance of: scholarly article
title: Relaxations of stochastic constraints in the class of finitely additive probabilities
zbMATH Open document ID: 0965.60006
author: A. G. Chentsov
published in: Doklady Mathematics
publication date: 2001-02-13T00:00:00Z
review text: A system of nonconvex constraints on expectations of given bounded random variables is considered. It is generally assumed that the random variables are discussed in relation to a classs of finitely additive probabilities. Topological behaviours of the domain of accessibility are also discussed. Moreover, nonmonotonic perturbations of the parameters and its role in the relaxations of stochastic constraints are also considered. Several remarks and comments on the stochastic constraints are given. The relationships to certain problems in control theory are mentioned. Similar relaxation problems have been presented in the author's monograph ``Finitely additive measures and relaxations of extremal problems'' (1996; Zbl 0863.49001).
Mathematics Subject Classification ID: 60A10
Mathematics Subject Classification ID: 28A12
Mathematics Subject Classification ID: 93C30
zbMATH DE Number: 1564587
zbMATH Keywords: stochastic constraints
zbMATH Keywords: random variables
zbMATH Keywords: finitely additive probabilities
zbMATH Keywords: topological methods
zbMATH Keywords: accessibility domain
reviewed by: Jerzy Klamka
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1564587