Probability functions generated by set-valued mappings: a study of first order information

DOI10.1007/S11228-024-00709-3arXiv2304.09932MaRDI QIDQ6200970

Claudia Soto, Wim van Ackooij, Pedro Pérez-Aros

Publication date: 25 March 2024

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2304.09932

zbMATH Keywords

set-valued mappinggeneralized differentiationprobability functionsspherical radial-like decompositionLipschitz-like continuity

Mathematics Subject Classification ID

Stochastic programming (90C15)

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