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According to Wikipedia, a function $f: \mathbb{R}^n \to \mathbb{R} \cup \{-\infty, +\infty\}$ is called coercive if, $$f(x) \to +\infty \text{ as } \|x\| \to +\infty$$ and it is super-coercive if $$\...

Suppose I have a linear optimization problem involving random variables on some (infinite) probability space $\Omega$. For example, need to maximize expectation $E[Q]$ of random variable $Q$ subject ...

We consider the function $\ell:\mathbb{R}^{m}\rightarrow \mathbb{R}$ given by $$\ell(\xi):=-\max\left\{-\left\langle x,\xi\right\rangle+10 \tau, -51\left\langle x,\xi\right\rangle -40\tau \right\}$$ ...

Reading the paper in this Link (see pag 13) with the objective of understanding a topic related to stochastic optimization I came across a problem in demonstrating one of the theorems. The situation ...