✦ LIBER ✦

Certain convexity questions in stochastic optimization

✍ Scribed by Ioennis Karatzas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conjugate convex functions in optimal st

✍ Jean-Michel Bismut 📂 Article 📅 1973 🏛 Elsevier Science 🌐 English ⚖ 840 KB

Optimal control of certain stochastic sy

✍ V. B. Kolmanovskii 📂 Article 📅 1977 🏛 Springer US 🌐 English ⚖ 321 KB

Optimal stochastic quadrature formulas f

✍ E. Novak; K. Petras 📂 Article 📅 1994 🏛 Springer Netherlands 🌐 English ⚖ 374 KB

Stochastic convexity in dynamic programm

✍ Alp E. Atakan 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 124 KB

Solving certain singly constrained conve

✍ Hans Ziegler 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 405 KB

Geodesic convexity in nonlinear optimiza

✍ T. Rapcsák 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 721 KB