Convergence of Subdifferentials Under Strong Stochastic Convexity

DOI10.1287/MNSC.41.8.1397zbMATH Open0859.90101OpenAlexW2026977413MaRDI QIDQ4896423FDOQ4896423

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

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zbMATH Keywords

subdifferentialstrong stochastic convexitysequence of random functionsstrong consistency for infinitesimal perturbation analysis

Mathematics Subject Classification ID

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

Cited In (5)

• 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
• Subdifferential Convergence in Stochastic Programs

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