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On multifunction transforms of probability measures.
- 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