On the interchange of subdifferentiation and conditional expectation for convex functionals
conditional expectationconvex stochastic optimization problemseffective domain multifunctionnormal convex integrandsubdifferentiation
Convexity of real functions of several variables, generalizations (26B25) Abstract differentiation theory, differentiation of set functions (28A15) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Methods involving semicontinuity and convergence; relaxation (49J45) Existence of optimal solutions to problems involving randomness (49J55) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Stochastic analysis (60H99) Optimal stochastic control (93E20)
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