Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints

We analyze a convex stochastic optimization problem where the state is assumed to belong to the Bochner space of essentially bounded random variables with images in a reflexive and separable Banach space. For this problem, we obtain optimality conditions that are, with an appropriate model, necessar...

Full description

Bibliographic Details

Published in:	arXiv.org
Main Authors:	Geiersbach, Caroline, Wollner, Winnifried
Format:	Paper
Language:	English
Published:	Ithaca Cornell University Library, arXiv.org 28.06.2021
Subjects:	Banach spaces Constraints Lagrange multiplier Optimization Random variables
ISSN:	2331-8422
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!