Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
نویسندگان
چکیده
We derive a uniform (strong) Law of Large Numbers (LLN) for random set-valued mappings. The result can be viewed as an extension of both, a uniform LLN for random functions and LLN for random sets. We apply the established results to a consistency analysis of stationary points of sample average approximations of nonsmooth stochastic programs. © 2006 Elsevier Inc. All rights reserved.
منابع مشابه
Partial second-order subdifferentials of -prox-regular functions
Although prox-regular functions in general are nonconvex, they possess properties that one would expect to find in convex or lowerC2 functions. The class of prox-regular functions covers all convex functions, lower C2 functions and strongly amenable functions. At first, these functions have been identified in finite dimension using proximal subdifferential. Then, the definition of prox-regula...
متن کاملSubdifferentials of Performance Functions and Calculus of Coderivatives of Set-valued Mappings
The paper contains calculus rules for coderivatives of compositions, sums and intersections of set-valued mappings. The types of coderivatives considered correspond to Dini-Hadamard and limiting Dini-Hadamard subdifferentials in Gâteaux differentiable spaces, Fréchet and limiting Fréchet subdifferentials in Asplund spaces and approximate subdifferentials in arbitrary Banach spaces. The key elem...
متن کاملLaws of Large Numbers for Random Linear
The computational solution of large scale linear programming problems contains various difficulties. One of the difficulties is to ensure numerical stability. There is another difficulty of a different nature, namely the original data, contains errors as well. In this paper, we show that the effect of the random errors in the original data has a diminishing tendency for the optimal value as the...
متن کاملON THE LAWS OF LARGE NUMBERS FOR DEPENDENT RANDOM VARIABLES
In this paper, we extend and generalize some recent results on the strong laws of large numbers (SLLN) for pairwise independent random variables [3]. No assumption is made concerning the existence of independence among the random variables (henceforth r.v.’s). Also Chandra’s result on Cesàro uniformly integrable r.v.’s is extended.
متن کاملCharacterization of weak fixed point property for new class of set-valued nonexpansive mappings
In this paper, we introduce a new class of set-valued mappings which is called MD-type mappings. This class of mappings is a set-valued case of a class of the D-type mappings. The class of D-type mappings is a generalization of nonexpansive mappings that recently introduced by Kaewkhao and Sokhuma. The class of MD-type mappings includes upper semi-continuous Suzuki type mappings, upper semi-con...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005