New extremal principles with applications to stochastic and semi-infinite programming (Q2230951)

This paper develops new extremal principles of variational analysis for measurable set-valued mappings/multifunctions with values in finite-dimensional spaces. These extremal principles are established in both approximate and exact forms without smoothness and/or convexity assumptions. The authors establish two extremal principles used in deriving the calculus rules and applications. The first extremal principle addresses general measurable multifunctions with closed values and is expressed in the sequential/approximating form via regular normals at nearby random points. The second principle concerns measurable cone-valued multifunctions extremal at origin and is given in the exact form..They develop a variational approach, based on employing the obtained extremal principles and related variational results, to derive integral representations and upper estimates of regular and limiting normals to essential interactions of measurable multifunctions with the main results obtained in this paper for cone-valued measurable mappings. The authors apply the obtained results to deriving necessary optimal conditions in general constrained problems of stochastic and semi-infinite programming.