On random convex analysis

zbMATH Open1396.46056arXiv1603.07074MaRDI QIDQ4644028FDOQ4644028

Authors:

Publication date: 30 May 2018

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.

Full work available at URL: https://arxiv.org/abs/1603.07074

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zbMATH Keywords

continuitylocally \(L^0\)-convex topologysubdifferentiability\(L^0\)-convex functionsrandom locally convex modulesFréchet-differentiabilityGâteaux-differentiability(\(\varepsilon, \lambda\))-topology

Mathematics Subject Classification ID

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

Cited In (19)

• Randomized versions of Mazur lemma and Krein-Šmulian theorem
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• On semigroups of continuous module homomorphisms on complete random normed modules
• The random Markov-Kakutani fixed point theorem in a random locally convex module
• \(L^0\)-convex compactness and random normal structure in \(L^0(\mathcal{F}, B)\)
• On \(L^0\)-convex compactness in random locally convex modules
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• Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations
• Random convex analysis. I: Separation and Fenchel-Moreau duality in random locally convex modules
• Various expressions for modulus of random convexity
• The fundamental theorem of affine geometry in regular \(L^0\)-modules
• Conditional analysis on \(\mathbb R^d\)
• An exponential representation for random C₀–semigroups

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