Ekeland's variational principle for an L^0-valued function on a complete random metric space

DOI10.1016/J.JMAA.2011.11.025MaRDI QIDQ663679zbMATH OpenOpenAlexFDO

Authors Yujie Yang, Tiexin Guo

Publication date 27 February 2012

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.4726

zbMATH Keywords

\(\overline{L}^0\)-valued functionBishop-Phelps theoremEkeland's variational principlelower semicontinuityrandom metric spacerandom normed module

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Existence of optimal solutions to problems involving randomness (49J55)

Abstract: Motivated by the recent work on conditional risk measures, this paper studies the Ekeland's variational principle for a proper, lower semicontinuous and lower bounded $$valued function, where $$ is the set of equivalence classes of extended real-valued random variables on a probability space. First, we prove a general form of Ekeland's variational principle for such a function defined on a complete random metric space. Then, we give a more precise form of Ekeland's variational principle for such a local function on a complete random normed module. Finally, as applications, we establish the Bishop-Phelps theorem in a complete random normed module under the framework of random conjugate spaces.

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Cited in

(11)

• Some results on random smoothness
• Various expressions for modulus of random convexity
• Daneš theorem in complete random normed modules
• A minimax theorem for \(\overline{L}^0\)-valued functions on random normed modules
• On some basic theorems of continuous module homomorphisms between random normed modules
• On non-L^0-linear perturbations of random isometries in random normed modules
• Clarke's fixed point theorem on a complete random normed module
• The Bishop-Phelps theorem in complete random normed modules endowed with the (, )-topology
• Farkas' lemma in random locally convex modules and Minkowski-Weyl type results in L^0( F,R^n)
• On d--stability in random metric spaces and its applications
• L^0-convex compactness and its applications to random convex optimization and random variational inequalities

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