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Latest revision as of 17:06, 17 June 2024

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Integral functionals on Souslin locally convex spaces
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    Integral functionals on Souslin locally convex spaces (English)
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    1986
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    This paper examines integral functionals defined on spaces of measurable functions whose range is a Souslin locally convex space. Several subdifferential formulas are proved and conditions for Gateaux differentiability are provided. Finally applications to stochastic optimization problems with integral cost criterion are given.
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    measurable multifunction
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    measurable selection
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    Pettis integral support function
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    integral functionals
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    Souslin locally convex space
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    subdifferential formulas
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    Gateaux differentiability
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    stochastic optimization
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