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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Vydané v:	SIAM journal on optimization Ročník 24; číslo 1; s. 467 - 497
Hlavní autori:	Liu, Yongchao, Römisch, Werner, Xu, Huifu
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
Predmet:	Applied mathematics Approximation Continuity Dominance Equilibrium Expected values Functions (mathematics) Mapping Mathematical analysis Optimization Stability analysis Stochasticity
ISSN:	1052-6234, 1095-7189
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