Integral functionals on Souslin locally convex spaces
Gateaux differentiabilityintegral functionalsmeasurable multifunctionmeasurable selectionPettis integral support functionSouslin locally convex spacestochastic optimizationsubdifferential formulas
Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15) Measures and integration on abstract linear spaces (46G12) Existence theories for optimal control problems involving ordinary differential equations (49J15) Fréchet and Gateaux differentiability in optimization (49J50)
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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