Random multifunctions as set minimizers of infinitely many differentiable random functions

DOI10.1007/S10957-023-02240-1MaRDI QIDQ6108974zbMATH OpenOpenAlexFDO

Authors Juan Garrido, Pedro Pérez-Aros, E. Vilches

Publication date 26 July 2023

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.13730

zbMATH Keywords

differentiable random functionrandom multifunction

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued and variational analysis (49J53)

Abstract: Under mild assumptions, we prove that any random multifunction can be represented as the set of minimizers of an infinitely many differentiable normal integrand, which preserves the convexity of the random multifunction. We provide several applications of this result to the approximation of random multifunctions and integrands. The paper ends with a characterization of the set of integrable selections of a measurable multifunction as the set of minimizers of an infinitely many differentiable integral function.

Recommendations

• scientific article; zbMATH DE number 3860004
• A random fixed point theorem for multifunctions
• scientific article; zbMATH DE number 57471
• scientific article; zbMATH DE number 4032011
• On the Convergence in Probability of Random Sets (Measurable Multifunctions)
• Random Fixed Point Theorems for Measurable Multifunctions in Banach Spaces
• Minimization of stochastic functionals and random variational inequalities
• On a Class of Random Variational Inequalities on Random Sets

Cites work

• Convex analysis and measurable multifunctions
• Every closed convex set is the set of minimizers of some $C^{\infty }$-smooth convex function
• Generalized Leibniz rules and Lipschitzian stability for expected-integral mappings
• Generalized sequential differential calculus for expected-integral functionals
• Handbook of applied analysis
• scientific article; zbMATH DE number 1092343 (Why is no real title available?)
• scientific article; zbMATH DE number 4122621 (Why is no real title available?)
• scientific article; zbMATH DE number 772850 (Why is no real title available?)
• scientific article; zbMATH DE number 6731414 (Why is no real title available?)
• scientific article; zbMATH DE number 5174522 (Why is no real title available?)
• Integrals which are convex functionals
• Integrals which are convex functionals. II
• Is bilevel programming a special case of a mathematical program with complementarity constraints?
• Is pessimistic bilevel programming a special case of a mathematical program with complementarity constraints?
• Lectures on stochastic programming. Modeling and theory.
• Necessary and sufficient conditions for L1-strong- weak lower semicontinuity of integral functionals
• Noncoincidence of approximate and limiting subdifferentials of integral functionals
• On the Clarke Subdifferential of an Integral Functional on L_p, 1 ≤ p < ∞
• Qualification conditions-free characterizations of the \(\varepsilon \)-subdifferential of convex integral functions
• Smooth functions on c₀
• Subdifferential calculus rules for possibly nonconvex integral functions
• Subdifferentials of nonconvex integral functionals in Banach spaces with applications to stochastic dynamic programming
• The parameterization method for center manifolds
• Variational Analysis

Cited in

(1)

• A random variational principle with application to weak Hadamard differentiability of convex integral functionals

This page was built for publication: Random multifunctions as set minimizers of infinitely many differentiable random functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6108974)