Minimization interchange theorem on posets

DOI10.1016/J.JMAA.2021.125927MaRDI QIDQ2069768zbMATH OpenOpenAlexWikidataFDO

Authors Jean-Philippe Chancelier, Michel De Lara, Benoît Tran

Publication date 21 January 2022

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.05903

zbMATH Keywords

minimization interchange theoremsoptimizationposets

Mathematics Subject Classification ID

Stochastic programming (90C15)

Abstract: Interchange theorems between minimization and integration are useful in optimization, especially in optimal control and in stochastic optimization. In this article, we establish a generalized minimization interchange theorem, where integration is replaced by a monotone mapping between posets (partially ordered sets). As an application, we recover, and slightly extend, classical results from the literature, and we tackle the case of the Choquet integral. Our result provides insight on the mechanisms behind existing interchange results.

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Cited in

(4)

• Necessary and sufficient conditions for the interchange between infimum and the symbol of integration
• Interchange of infimum and integral
• Conjugate interchangeability and its applications in the theory of monotone class theorem of set form
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