Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions |
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Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (English)
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7 December 2006
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The authors investigate a uniform (strong) law of large numbers (LLN) for random set-valued mappings. The result can be viewed as an extension both, a uniform LLN for random functions and LLN for random sets. They apply the established results to a consistency analysis of stationary points of sample average approximations of nonsmooth stochastic programs.
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Random sets
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uniform LLN
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sample average approximation
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