Generalized Leibniz Rules and Lipschitzian Stability for Expected-Integral Mappings

DOI10.1137/21M1392541zbMath1489.90087arXiv2101.06711OpenAlexW3174436402WikidataQ122999576 ScholiaQ122999576MaRDI QIDQ5020853

Pedro Pérez-Aros, Boris S. Mordukhovich

Publication date: 7 January 2022

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.06711

zbMATH Keywords

stochastic programminggeneralized differentiationLipschitzian stabilityintegral multifunctionsLiebniz rules

Mathematics Subject Classification ID

Stochastic programming (90C15) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Semi-infinite programming (90C34)

Related Items (4)

Optimality conditions in DC-constrained mathematical programming problems ⋮ Random multifunctions as set minimizers of infinitely many differentiable random functions ⋮ Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation ⋮ Integral functionals on nonseparable Banach spaces with applications

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