Semiconvergence in distribution of random closed sets with application to random optimization problems
نویسنده
چکیده
The paper considers upper semicontinuous behavior in distribution of sequences of random closed sets. Semiconvergence in distribution will be described via convergence in distribution of random variables with values in a suitable topological space. Convergence statements for suitable functions of random sets are proved and the results are employed to derive stability statements for random optimization problems where the objective function and the constraint set are approximated simultaneously.
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عنوان ژورنال:
- Annals OR
دوره 142 شماره
صفحات -
تاریخ انتشار 2006