On consistency of stationary points of stochastic optimization problems in a Banach space (Q1046507): Difference between revisions
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Revision as of 03:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On consistency of stationary points of stochastic optimization problems in a Banach space |
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On consistency of stationary points of stochastic optimization problems in a Banach space (English)
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22 December 2009
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Stochastic optimization problems are approximated by sample averaging. Generalizing a result by Balaji and Xu, it is shown that accumulation points of Clarke stationary points of the approximate problems are weak Clarke stationary points. Moreover, a strong law of large numbers and a multivalued Komlos theorem are proved.
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Clarke stationary points
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