Convergence of Subdifferentials Under Strong Stochastic Convexity

DOI10.1287/MNSC.41.8.1397MaRDI QIDQ4896423zbMATH OpenOpenAlexFDO

Authors Stephen M. Robinson

Publication date 20 October 1996

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.41.8.1397

zbMATH Keywords

subdifferentialstrong stochastic convexitysequence of random functionsstrong consistency for infinitesimal perturbation analysis

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonsmooth analysis (49J52)

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Cited in

(5)

• Subdifferential Convergence in Stochastic Programs
• Convergence analysis of gradient descent stochastic algorithms
• On using continuous flow lines to model discrete production lines
• Uniform convergence in extended probability of sub-gradients of convex functions
• Strong stochastic convexity: closure properties and applications

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