Skip to main content
Article thumbnail
Location of Repository

Measurability theorems for stochastic extremals

By Peter Kall and Werner Oettli

Abstract

Measurability of the optimal value is proved for a rather general class of parametric optimization problems. The class considered includes in particular the stochastic convex programs. The measurability of the optimal solutions is discussed for a special case

Topics: 510 Mathematik
Year: 1973
OAI identifier: oai:ub-madoc.bib.uni-mannheim.de:1834

Suggested articles


To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.