Title of article
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
Author/Authors
Alexander Shapiro، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2007
Pages
10
From page
1390
To page
1399
Abstract
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
Keywords
Random sets , Artstein–Vitale law of large numbers , set-valued mappings , Uniform LLN , Generalizedgradients , stochastic programming , Sample average approximation
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2007
Journal title
Journal of Mathematical Analysis and Applications
Record number
935192
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