Hi,

I want to solve an constrained stochastic convex problem having the PDF of the two variables. Which is the best solution to solve it (\mathbb{E} is expectation operator)?

\min_{x\in\mathcal X} \mathbb{E} (\alpha x^2 + \norm(x-\beta)^2)

subject to some linear and non-linear dynamic constraints…

where \alpha and \beta are stochastic with Gaussian and Weibull distributions, respectively.

Best regards,