Mathematics

Approximation of Stochastic Programming Problems

In Stochastic Programming, Statistics or Econometrics, one often looks for the solution of optimization problems of the following form: infθΘEPg(,θ)=infθΘRqg(y,θ)P(dy) where Θ is a Borel subset of Rp and P is a probability measure defined on Y=Rq endowed with its Borel σ-field B(Y) (but more general spaces can be considered).

Uniformity of Points

Quantifying uniformity of a configuration of points on a space is a topic that is receiving growing attention in computer science, physics and mathematics. The problem has interesting connections with statistics, where several tests of uniformity have been introduced.