Mathematics

Probabilistic properties of polarization measures on Polish spaces

International conference

Approximation of Stochastic Programming Problems

In Stochastic Programming, Statistics or Econometrics, one often looks for the solution of optimization problems of the following form: \begin{equation} \inf_{\theta\in\Theta} \mathbb{E}_{\mathbb{P}_{}} g(\cdot,\theta)=\inf_{\theta\in\Theta} \int_{\mathbb{R}^{q}}g(y,\theta)\mathbb{P}_{}(dy) \end{equation} where $\Theta$ is a Borel subset of $\mathbb{R}^{p}$ and $\mathbb{P}$ is a probability measure defined on $\mathbf{Y}=\mathbb{R}^{q}$ endowed with its Borel $\sigma$-field $\mathcal{B}(\mathbf{Y})$ (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.