On convexity of stochastic optimization problems with constraints

Mayank Agarwal, Eugenio Cinquemani, Debasish Chatterjee, John Lygeros. On convexity of stochastic optimization problems with constraints. In European Control Conference, ECC 2009, Budapest, Hungary, 23-26 August 2009. pages 2827-2832, IEEE, 2009. [doi]

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