On the convergence of measurable selections and an application to approximations in stochastic optimization
type: Item
instance of: scholarly article
title: On the convergence of measurable selections and an application to approximations in stochastic optimization
zbMATH Open document ID: 0606.28008
DOI: 10.4171/ZAA/199
published in: Zeitschrift für Analysis und ihre Anwendungen
publication date: 1986-01-01T00:00:00Z
review text: Conditions are given that guarantee that a sequence (of sets) of measurable selections converges almost surely, in probability and in mean. These conditions are related to the convergence of the underlying sequence of measurable multifunctions. The results are applied to approximations for the so-called ''distribution problem'' of stochastic optimization.
Mathematics Subject Classification ID: 28B20
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 60H99
zbMATH DE Number: 3979430
zbMATH Keywords: measurable selections
zbMATH Keywords: measurable multifunctions
zbMATH Keywords: distribution problem
zbMATH Keywords: stochastic optimization
author: Werner Römisch
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3979430