Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
From MaRDI portal
Publication:854012
DOI10.1016/j.jmaa.2006.02.078zbMath1109.60030OpenAlexW1972500662MaRDI QIDQ854012
Publication date: 7 December 2006
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.02.078
Related Items (25)
Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs ⋮ Stochastic Nash equilibrium problems: sample average approximation and applications ⋮ Graphical Convergence of Subgradients in Nonconvex Optimization and Learning ⋮ Two-stage stochastic variational inequalities: an ERM-solution procedure ⋮ Subgradient Sampling for Nonsmooth Nonconvex Minimization ⋮ A strong law of large numbers for random monotone operators ⋮ Law of large numbers and Ergodic Theorem for convex weak star compact valued Gelfand-integrable mappings ⋮ Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness ⋮ A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions ⋮ Stability analysis of stochastic programs with second order dominance constraints ⋮ Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints ⋮ Geometry of the expected value set and the set-valued sample mean process ⋮ A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers ⋮ Approximating stationary points of stochastic optimization problems in Banach space ⋮ An approximation scheme for stochastic programs with second order dominance constraints ⋮ Convergence conditions for the observed mean method in stochastic programming ⋮ On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory ⋮ Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming ⋮ Optimality functions in stochastic programming ⋮ Stochastic multi-objective optimization: a survey on non-scalarizing methods ⋮ Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications ⋮ Single and multi-period optimal inventory control models with risk-averse constraints ⋮ Jensen's inequality for random elements in metric spaces and some applications ⋮ Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization ⋮ Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
Cites Work
- Convexification in limit laws of random sets in Banach spaces
- A strong law of large numbers for random compact sets
- Asymptotic properties of statistical estimators in stochastic programming
- Integrals of set-valued functions
- Monte Carlo sampling approach to stochastic programming
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
