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.