On the convergence of measurable selections and an application to approximations in stochastic optimization (Q1084529)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3979430
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the convergence of measurable selections and an application to approximations in stochastic optimization |
scientific article; zbMATH DE number 3979430 |
Statements
On the convergence of measurable selections and an application to approximations in stochastic optimization (English)
0 references
1986
0 references
Conditions are given that guarantee that a sequence (of sets) of measurable selections converges almost surely, in probability and in mean. These conditions are related to the convergence of the underlying sequence of measurable multifunctions. The results are applied to approximations for the so-called ''distribution problem'' of stochastic optimization.
0 references
measurable selections
0 references
measurable multifunctions
0 references
distribution problem
0 references
stochastic optimization
0 references
0.7776061296463013
0 references
0.7687192559242249
0 references
0.7616273760795593
0 references
0.7613596320152283
0 references
