Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions |
scientific article |
Statements
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (English)
0 references
7 December 2006
0 references
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.
0 references
Random sets
0 references
uniform LLN
0 references
sample average approximation
0 references
