Quantitative Stability Analysis of Stochastic Generalized Equations

We consider the solution of a system of stochastic generalized equations (SGE) where the underlying functions are mathematical expectation of random set-valued mappings. SGE has many applications such as characterizing optimality conditions of a nonsmooth stochastic optimization problem or equilibri...

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Bibliographic Details

Published in:	SIAM journal on optimization Vol. 24; no. 1; pp. 467 - 497
Main Authors:	Liu, Yongchao, Römisch, Werner, Xu, Huifu
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
Subjects:	Applied mathematics Approximation Continuity Dominance Equilibrium Expected values Functions (mathematics) Mapping Mathematical analysis Optimization Stability analysis Stochasticity
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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