On random convex analysis

MaRDI QIDQ4644028zbMATH OpenFDO

Authors

Publication date 30 May 2018

Full work available at URL https://arxiv.org/abs/1603.07074, http://www.yokohamapublishers.jp/online2/opjnca/vol18/1967.html

zbMATH Keywords

(\(\varepsilon, \lambda\))-topology\(L^0\)-convex functionscontinuityFréchet-differentiabilityGâteaux-differentiabilitylocally \(L^0\)-convex topologyrandom locally convex modulessubdifferentiability

Mathematics Subject Classification ID

Topological linear spaces and related structures (46A99) Derivatives of functions in infinite-dimensional spaces (46G05) Normed modules and Banach modules, topological modules (if not placed in 13-XX or 16-XX) (46H25) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Convex functions and convex programs in convex geometry (52A41)

Abstract: Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the related variational problems and optimization problems. Random convex analysis is convex analysis over random locally convex modules. Since random locally convex modules have the more complicated topological and algebraic structures than ordinary locally convex spaces, establishing random convex analysis will encounter harder mathematical challenges than classical convex analysis so that there are still a lot of fundamentally important unsolved problems in random convex analysis. This paper is devoted to solving some important theoretic problems. First, we establish the inferior limit behavior of a proper lower semicontinuous $L^0$--convex function on a random locally convex module endowed with the locally $L^0$--convex topology, which makes perfect the Fenchel--Moreau duality theorem for such functions. Then, we investigate the relations among continuity, locally $L^0$--Lipschitzian continuity and almost surely sequent continuity of a proper $L^0$--convex function. And then, we establish the elegant relationships among subdifferentiability, G^ateaux--differentiability and Fr'ech'et--differentiability for a proper $L^0$--convex function defined on random normed modules. At last, based on the Ekeland's variational principle for a proper lower semicontinuous $$--valued function, we show that $varepsilon$--subdifferentials can be approximated by subdifferentials. We would like to emphasize that the success of this paper lies in simultaneously considering the $(varepsilon,lambda)$--topology and the locally $L^0$--convex topology for a random locally convex module.

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Cited in

(22)

• Various expressions for modulus of random convexity
• The fundamental theorem of affine geometry in regular \(L^0\)-modules
• Random concave functions
• \(L^0\)-convex compactness and random normal structure in \(L^0(\mathcal{F}, B)\)
• On L^0-convex compactness in random locally convex modules
• Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations
• Semigroups of continuous module homomorphisms on complex complete random normed modules
• Conditional analysis on \(\mathbb R^d\)
• scientific article; zbMATH DE number 23846 (Why is no real title available?)
• Randomized versions of Mazur lemma and Krein-Šmulian theorem
• L^0-convex compactness and its applications to random convex optimization and random variational inequalities
• Random convex analysis. I: Separation and Fenchel-Moreau duality in random locally convex modules
• scientific article; zbMATH DE number 5257630 (Why is no real title available?)
• On semigroups of continuous module homomorphisms on complete random normed modules
• Trotter–Kato approximations of semilinear stochastic evolution equations in Hilbert spaces
• An exponential representation for random C₀–semigroups
• The relations among the notions of various kinds of stability and their applications
• Exponentially bounded \(C\)-semigroup and the Cauchy initial value problems in complete random normed modules
• The random Markov-Kakutani fixed point theorem in a random locally convex module
• The random Kakutani fixed point theorem in random normed modules
• A noncompact Schauder fixed point theorem in random normed modules and its applications
• Optimal stopping under model uncertainty in a general setting

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