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• W2952817167 abstract "In the simplest case, we obtain a general solution to a problem of minimizing an integral of a nondecreasing right continuous stochastic process from zero to some nonnegative random variable tau, under the constraints that for some nonnegative random variable T, tau is between zero and T a.s. and the expected value of tau is some alpha. The nondecreasing process and T are allowed to be dependent. In fact a more general setup involving sigma-finite measures, rather than just probability measures is considered and some consequences for families of stochastic processes are given as special cases. Various applications are provided." @default.
• W2952817167 created "2019-06-27" @default.
• W2952817167 creator A5039121455 @default.
• W2952817167 creator A5085238719 @default.
• W2952817167 date "2019-06-23" @default.
• W2952817167 modified "2023-09-27" @default.
• W2952817167 title "Minimizing a stochastic convex function subject to stochastic constraints and some applications" @default.
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