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On multifunction transforms of probability measures.

Authors :
Lachout, Petr
Source :
Annals of Operations Research; 1995, Vol. 56 Issue 1-4, p241-249, 9p
Publication Year :
1995

Abstract

The paper briefly presents Topsøe's setup and gives two results based on that. A delta theorem for multifunctions improving that of King [2] is given. In particular, the contingent derivative may be a compact-valued instead of a single-valued multifunction. Stochastic optimization is also discussed. Some results are achieved for the limit distribution of optimal values as well as of optimal solutions. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02545330
Volume :
56
Issue :
1-4
Database :
Complementary Index
Journal :
Annals of Operations Research
Publication Type :
Academic Journal
Accession number :
18649475
Full Text :
https://doi.org/10.1007/BF02031710