Uniform laws of large numbers for set-valued mappings
and subdifferentials of random functions
Uniform laws of large numbers for set-valued mappings
and subdifferentials of random functions
We derive a uniform (strong) Law of Large Numbers (LLN) for random set-valued mappings. The result can be viewed as an extension of both, a uniform LLN for random functions and LLN for random sets. We apply the established results to a consistency analysis of stationary points of sample average approximations of nonsmooth stochastic programs.
1390-1399
Shapiro, Alexander
c17bba20-6f82-47be-b8a3-859504691942
Xu, Huifu
d3200e0b-ad1d-4cf7-81aa-48f07fb1f8f5
2007
Shapiro, Alexander
c17bba20-6f82-47be-b8a3-859504691942
Xu, Huifu
d3200e0b-ad1d-4cf7-81aa-48f07fb1f8f5
Shapiro, Alexander and Xu, Huifu
(2007)
Uniform laws of large numbers for set-valued mappings
and subdifferentials of random functions.
Journal of Mathematical Analysis and Applications, 325, .
(doi:10.1016/j.jmaa.2006.02.078).
Abstract
We derive a uniform (strong) Law of Large Numbers (LLN) for random set-valued mappings. The result can be viewed as an extension of both, a uniform LLN for random functions and LLN for random sets. We apply the established results to a consistency analysis of stationary points of sample average approximations of nonsmooth stochastic programs.
This record has no associated files available for download.
More information
Published date: 2007
Organisations:
Operational Research
Identifiers
Local EPrints ID: 79544
URI: http://eprints.soton.ac.uk/id/eprint/79544
ISSN: 0022-247X
PURE UUID: 884e782e-c821-4249-9e75-cef4f61637e2
Catalogue record
Date deposited: 17 Mar 2010
Last modified: 14 Mar 2024 02:47
Export record
Altmetrics
Contributors
Author:
Alexander Shapiro
Author:
Huifu Xu
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics