Integral functionals on Souslin locally convex spaces (Q1082466)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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