A measure-valued approach to convex set-valued dynamics (Q5959755)
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scientific article; zbMATH DE number 1726738
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English | A measure-valued approach to convex set-valued dynamics |
scientific article; zbMATH DE number 1726738 |
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A measure-valued approach to convex set-valued dynamics (English)
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11 April 2002
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A new approach to the evolution of convex-valued multifunctions is presented, analogous to single-valued gradient dynamics. Simple convex-valued multifunctions are introduced to approximate the solution of a convex-valued differential equation; then the differentiability of these multifunctions is investigated. A constraint stochastic optimization problem is also presented. The approach to set-valued differentiation developed in this paper essentially differs from existing ones and thus may be a fruitful source of open problems for further research.
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differentiable multifunction
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convex-valued dynamics
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dynamical systems
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constraint optimization
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