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Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions

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, pp. 1390-1399. (doi:10.1016/j.jmaa.2006.02.078).

Record type: Article

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.

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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

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Date deposited: 17 Mar 2010
Last modified: 18 Jul 2017 23:17

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Contributors

Author: Alexander Shapiro
Author: Huifu Xu

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