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Existence of measurable optima in stochastic nonlinear programming and control. (English) Zbl 0418.90067


MSC:

90C15 Stochastic programming
90C30 Nonlinear programming
90C31 Sensitivity, stability, parametric optimization
49J55 Existence of optimal solutions to problems involving randomness
93E20 Optimal stochastic control

Citations:

Zbl 0352.90044
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References:

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