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

DOI10.1016/J.JMAA.2011.11.025zbMATH Open1231.49014arXiv1107.4726OpenAlexW2962723396MaRDI QIDQ663679FDOQ663679

Authors: Yujie Yang, Tiexin Guo 

Publication date: 27 February 2012

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

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.

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

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zbMATH Keywords

lower semicontinuityEkeland's variational principlerandom normed moduleBishop-Phelps theorem\(\overline{L}^0\)-valued functionrandom metric space

Mathematics Subject Classification ID

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

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Cited In (11)

• 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 (\(\varepsilon, \lambda\))-topology
• Farkas' lemma in random locally convex modules and Minkowski-Weyl type results in \(L^0(\mathcal F,R^n)\)
• Daneš theorem in complete random normed modules
• A minimax theorem for \(\overline{L}^0\)-valued functions on random normed modules
• \(L^0\)-convex compactness and its applications to random convex optimization and random variational inequalities
• On \(d\)-\(\sigma\)-stability in random metric spaces and its applications
• Some results on random smoothness
• Various expressions for modulus of random convexity
• On some basic theorems of continuous module homomorphisms between random normed modules

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