Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012): Difference between revisions

The authors investigate a uniform (strong) law of large numbers (LLN) for random set-valued mappings. The result can be viewed as an extension both, a uniform LLN for random functions and LLN for random sets. They apply the established results to a consistency analysis of stationary points of sample average approximations of nonsmooth stochastic programs.

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zbMATH Keywords

Random sets

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uniform LLN

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sample average approximation

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reviewed by

Nicko G. Gamkrelidze

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmaa.2006.02.078

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cites work

A strong law of large numbers for random compact sets

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Convexification in limit laws of random sets in Banach spaces

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Integrals of set-valued functions

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Q4000274

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Q4366537

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Q3141922

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Asymptotic properties of statistical estimators in stochastic programming

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Monte Carlo sampling approach to stochastic programming

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Identifiers

zbMATH Open document ID

1109.60030

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DOI

10.1016/j.jmaa.2006.02.078

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:854012

@@ Property / author @@
+Alexander Shapiro
@@ Property / author: Alexander Shapiro / rank @@
+Normal rank
@@ Property / reviewed by @@
+Nicko G. Gamkrelidze
@@ Property / reviewed by: Nicko G. Gamkrelidze / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2006.02.078
+Normal rank
@@ Property / OpenAlex ID @@
+W1972500662
@@ Property / OpenAlex ID: W1972500662 / rank @@
+Normal rank
@@ Property / cites work @@
+A strong law of large numbers for random compact sets
+Normal rank
@@ Property / cites work @@
+Convexification in limit laws of random sets in Banach spaces
+Normal rank
@@ Property / cites work @@
+Integrals of set-valued functions
@@ Property / cites work: Integrals of set-valued functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4000274
@@ Property / cites work: Q4000274 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4366537
@@ Property / cites work: Q4366537 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3141922
@@ Property / cites work: Q3141922 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of statistical estimators in stochastic programming
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling approach to stochastic programming
+Normal rank